+667.0%
TER vs GH
+457.8%
+209.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -0.4% | +8.7% | +8.4% |
| 7D | +5.9% | -8.2% | +14.1% | +8.2% |
| 30D | -30.8% | -4.9% | -25.8% | -29.7% |
| 3M | -29.9% | -6.2% | -23.7% | -29.0% |
| 6M | -27.5% | +60.0% | -87.5% | -34.9% |
| YTD | +37.5% | +51.5% | -14.1% | +23.8% |
| 1Y | +50.3% | +58.4% | -8.2% | +33.9% |
| 3Y | +204.9% | +617.2% | -412.3% | +80.1% |
| 5Y | +89.2% | +47.0% | +42.1% | +44.8% |
| All | +667.0% | +457.8% | +209.2% | +374.9% |
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