+237.1%
TPR vs GH
+443.7%
-206.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.6% | -0.8% |
| 7D | +14.2% | -15.6% | +29.8% | +17.1% |
| 30D | +17.1% | -10.4% | +27.5% | +18.8% |
| 3M | -17.7% | -4.3% | -13.5% | -17.7% |
| 6M | -10.2% | +63.5% | -73.7% | -18.7% |
| YTD | +4.9% | +47.7% | -42.8% | -4.2% |
| 1Y | +36.1% | +56.7% | -20.6% | +22.9% |
| 3Y | +416.5% | +443.9% | -27.4% | +245.9% |
| 5Y | +254.8% | +36.9% | +217.9% | +179.8% |
| All | +237.1% | +443.7% | -206.5% | +106.5% |
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