+57.1%
USB vs GH
+472.2%
-415.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.2% | -2.7% | +2.0% |
| 7D | +0.8% | -7.0% | +7.8% | +1.4% |
| 30D | +6.8% | -5.2% | +12.0% | +7.2% |
| 3M | -3.8% | -5.8% | +2.0% | -3.5% |
| 6M | +11.7% | +65.9% | -54.2% | +5.4% |
| YTD | +17.5% | +55.5% | -38.0% | +11.1% |
| 1Y | +33.8% | +64.2% | -30.4% | +25.7% |
| 3Y | +104.2% | +606.0% | -501.8% | +60.9% |
| 5Y | +26.4% | +47.3% | -20.9% | +8.5% |
| All | +57.1% | +472.2% | -415.2% | +19.9% |
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