-26.6%
U vs GH
+53.2%
-79.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | +2.8% | +0.9% | +1.9% | +2.3% |
| 30D | +7.6% | -4.5% | +12.1% | +8.5% |
| 3M | +12.7% | -6.2% | +18.9% | +13.1% |
| 6M | +87.0% | +55.0% | +32.0% | +44.6% |
| YTD | +13.6% | +51.6% | -38.0% | -13.1% |
| 1Y | +25.3% | +58.3% | -33.0% | -6.4% |
| 3Y | +85.8% | +617.6% | -531.8% | -51.3% |
| 5Y | -74.5% | +49.2% | -123.7% | -84.8% |
| All | -26.6% | +53.2% | -79.8% | -60.1% |
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