+236.7%
TPR vs GH
+458.1%
-221.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -1.1% | +0.9% | -2.1% | -1.3% |
| 30D | +15.1% | -4.5% | +19.6% | +15.5% |
| 3M | -13.4% | -6.2% | -7.2% | -13.1% |
| 6M | +1.4% | +55.0% | -53.6% | -7.4% |
| YTD | +4.8% | +51.6% | -46.8% | -4.7% |
| 1Y | +29.2% | +58.3% | -29.1% | +16.5% |
| 3Y | +403.7% | +617.6% | -213.9% | +220.9% |
| 5Y | +230.8% | +49.2% | +181.6% | +157.2% |
| All | +236.7% | +458.1% | -221.4% | +105.3% |
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