-9.8%
TLT vs GH
+457.8%
-467.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -1.0% | -8.2% | +7.2% | -1.0% |
| 30D | +4.1% | -4.9% | +9.0% | +4.1% |
| 3M | -0.4% | -6.2% | +5.9% | -0.3% |
| 6M | -3.2% | +60.0% | -63.2% | -3.5% |
| YTD | -3.5% | +51.5% | -55.1% | -3.9% |
| 1Y | -5.8% | +58.4% | -64.2% | -6.2% |
| 3Y | +4.6% | +617.2% | -612.6% | +3.2% |
| 5Y | -34.4% | +47.0% | -81.4% | -36.0% |
| All | -9.8% | +457.8% | -467.5% | -8.8% |
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