-53.1%
TE vs GH
+99.9%
-153.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.0% |
| 7D | +0.2% | -2.5% | +2.7% | +1.1% |
| 30D | -5.9% | -4.7% | -1.2% | -4.7% |
| 3M | -45.6% | +20.2% | -65.8% | -49.3% |
| 6M | -43.4% | +78.8% | -122.1% | -53.9% |
| YTD | -31.0% | +54.1% | -85.1% | -41.4% |
| 1Y | +145.2% | +177.1% | -31.9% | +67.0% |
| 3Y | -24.1% | +371.6% | -395.7% | -59.5% |
| 5Y | -48.1% | +21.9% | -70.1% | -68.9% |
| All | -53.1% | +99.9% | -153.0% | -72.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling