+1,007.3%
TSM vs GH
+446.7%
+560.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.4% | -1.3% |
| 7D | +6.2% | +0.6% | +5.7% | +6.1% |
| 30D | -7.3% | -6.9% | -0.3% | -6.1% |
| 3M | -7.1% | -4.9% | -2.2% | -6.5% |
| 6M | +0.2% | +54.1% | -53.8% | -7.0% |
| YTD | +32.2% | +48.5% | -16.3% | +22.6% |
| 1Y | +42.8% | +61.2% | -18.4% | +30.6% |
| 3Y | +330.4% | +570.3% | -239.9% | +197.8% |
| 5Y | +263.9% | +46.1% | +217.8% | +196.8% |
| All | +1,007.3% | +446.7% | +560.6% | +640.5% |
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