-14.1%
W vs GH
+457.8%
-471.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +1.8% |
| 7D | -7.4% | -8.2% | +0.8% | -4.0% |
| 30D | +7.8% | -4.9% | +12.7% | +9.8% |
| 3M | +10.9% | -6.2% | +17.1% | +12.7% |
| 6M | +86.4% | +60.0% | +26.4% | +51.1% |
| YTD | +14.0% | +51.5% | -37.6% | -6.4% |
| 1Y | +3.5% | +58.4% | -54.9% | -16.8% |
| 3Y | +164.8% | +617.2% | -452.5% | -0.8% |
| 5Y | -53.1% | +47.0% | -100.1% | -69.7% |
| All | -14.1% | +457.8% | -471.8% | -62.3% |
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