+35.9%
UL vs GH
+467.1%
-431.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.7% | +0.7% |
| 7D | -3.4% | -2.5% | -0.9% | -3.3% |
| 30D | +0.5% | -4.7% | +5.2% | +0.7% |
| 3M | +7.2% | +20.2% | -13.0% | +6.1% |
| 6M | -3.1% | +78.8% | -81.8% | -6.0% |
| YTD | -2.7% | +54.1% | -56.8% | -5.2% |
| 1Y | -10.2% | +177.1% | -187.3% | -15.3% |
| 3Y | +20.3% | +371.6% | -351.4% | +7.9% |
| 5Y | +19.9% | +21.9% | -2.0% | +13.3% |
| All | +35.9% | +467.1% | -431.2% | +20.4% |
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