+19.2%
UL vs GH
+21.3%
-2.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.3% | +0.9% | -1.3% |
| 7D | -4.1% | -1.2% | -2.8% | -4.0% |
| 30D | -1.2% | -3.7% | +2.5% | -1.1% |
| 3M | +6.0% | +21.7% | -15.7% | +5.1% |
| 6M | -5.5% | +75.7% | -81.2% | -7.7% |
| YTD | -3.3% | +55.7% | -59.0% | -5.3% |
| 1Y | -9.8% | +181.1% | -190.9% | -14.0% |
| 3Y | +20.1% | +371.6% | -351.5% | +9.8% |
| 5Y | +19.2% | +23.2% | -4.0% | +10.3% |
| All | +19.2% | +21.3% | -2.1% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling