+164.9%
V vs GH
+486.6%
-321.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.5% |
| 7D | -2.9% | -0.2% | -2.7% | -2.9% |
| 30D | +1.9% | -2.6% | +4.5% | +2.1% |
| 3M | +13.2% | +25.1% | -11.9% | +9.9% |
| 6M | +16.7% | +78.5% | -61.8% | +8.1% |
| YTD | +5.4% | +59.4% | -54.0% | -1.4% |
| 1Y | +7.7% | +173.9% | -166.2% | -6.2% |
| 3Y | +52.0% | +382.7% | -330.7% | +17.9% |
| 5Y | +67.7% | +24.4% | +43.3% | +47.8% |
| All | +164.9% | +486.6% | -321.7% | +74.6% |
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