+57.2%
USB vs GH
+446.7%
-389.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.1% |
| 7D | +2.6% | +0.6% | +2.0% | +2.5% |
| 30D | +8.4% | -6.9% | +15.3% | +9.0% |
| 3M | -5.5% | -4.9% | -0.6% | -5.4% |
| 6M | +17.7% | +54.1% | -36.3% | +11.9% |
| YTD | +17.6% | +48.5% | -31.0% | +11.7% |
| 1Y | +33.9% | +61.2% | -27.3% | +26.1% |
| 3Y | +103.8% | +570.3% | -466.5% | +61.4% |
| 5Y | +25.6% | +46.1% | -20.5% | +7.9% |
| All | +57.2% | +446.7% | -389.5% | +20.5% |
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