+203.6%
V vs GH
+458.1%
-254.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | +6.3% | -4.5% | +10.8% | +6.7% |
| 3M | +17.2% | -6.2% | +23.4% | +17.5% |
| 6M | +29.2% | +55.0% | -25.7% | +21.6% |
| YTD | +20.8% | +51.6% | -30.8% | +13.3% |
| 1Y | +25.0% | +58.3% | -33.3% | +16.5% |
| 3Y | +75.3% | +617.6% | -542.3% | +28.3% |
| 5Y | +105.8% | +49.2% | +56.7% | +76.2% |
| All | +203.6% | +458.1% | -254.4% | +100.6% |
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