+1,007.2%
TER vs GH
+486.6%
+520.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.1% | +2.0% | +2.9% |
| 7D | +12.4% | -0.2% | +12.5% | +12.4% |
| 30D | +5.1% | -2.6% | +7.8% | +5.6% |
| 3M | +4.0% | +25.1% | -21.1% | -1.6% |
| 6M | +29.5% | +78.5% | -49.0% | +13.0% |
| YTD | +98.5% | +59.4% | +39.1% | +76.6% |
| 1Y | +234.1% | +173.9% | +60.2% | +162.1% |
| 3Y | +289.0% | +382.7% | -93.7% | +150.4% |
| 5Y | +228.2% | +24.4% | +203.8% | +158.6% |
| All | +1,007.2% | +486.6% | +520.6% | +577.7% |
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