-9.1%
TLT vs GH
+481.7%
-490.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | -0.1% | +0.2% |
| 7D | -0.4% | -0.1% | -0.4% | -0.4% |
| 30D | -0.6% | -1.1% | +0.5% | -0.6% |
| 3M | -2.7% | +21.3% | -24.0% | -2.9% |
| 6M | -5.6% | +73.5% | -79.1% | -6.0% |
| YTD | -2.8% | +58.0% | -60.8% | -3.2% |
| 1Y | -1.4% | +163.1% | -164.5% | -2.1% |
| 3Y | -1.6% | +361.0% | -362.6% | -2.9% |
| 5Y | -33.8% | +22.5% | -56.4% | -35.8% |
| All | -9.1% | +481.7% | -490.7% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling