-35.7%
U vs GH
+55.7%
-91.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -1.0% | +5.5% | +5.0% |
| 7D | +5.5% | -2.5% | +8.0% | +6.7% |
| 30D | -1.3% | -4.7% | +3.4% | +0.4% |
| 3M | +64.6% | +20.2% | +44.4% | +48.1% |
| 6M | +119.4% | +78.8% | +40.6% | +60.2% |
| YTD | -0.5% | +54.1% | -54.6% | -22.9% |
| 1Y | +1.3% | +177.1% | -175.8% | -44.1% |
| 3Y | +15.6% | +371.6% | -356.0% | -60.0% |
| 5Y | -67.5% | +21.9% | -89.4% | -78.3% |
| All | -35.7% | +55.7% | -91.4% | -64.6% |
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