+54.0%
USB vs GH
+452.9%
-398.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.0% | +6.9% | -1.2% |
| 7D | -1.5% | -17.2% | +15.7% | +0.3% |
| 30D | +4.3% | -10.1% | +14.4% | +5.3% |
| 3M | -6.1% | -6.0% | -0.1% | -5.8% |
| 6M | +9.4% | +71.4% | -62.0% | +2.9% |
| YTD | +15.2% | +50.2% | -35.0% | +9.3% |
| 1Y | +32.8% | +61.4% | -28.7% | +25.0% |
| 3Y | +91.3% | +435.2% | -343.9% | +54.5% |
| 5Y | +22.7% | +39.2% | -16.6% | +5.8% |
| All | +54.0% | +452.9% | -398.9% | +18.0% |
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