-24.8%
W vs GH
+486.6%
-511.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | +5.9% | -0.2% | +6.1% | +6.0% |
| 30D | -3.0% | -2.6% | -0.4% | -2.3% |
| 3M | +40.3% | +25.1% | +15.2% | +26.4% |
| 6M | +32.2% | +78.5% | -46.3% | +2.3% |
| YTD | -0.3% | +59.4% | -59.7% | -19.2% |
| 1Y | +16.2% | +173.9% | -157.7% | -27.1% |
| 3Y | +40.7% | +382.7% | -342.0% | -37.2% |
| 5Y | -62.3% | +24.4% | -86.7% | -74.6% |
| All | -24.8% | +486.6% | -511.4% | -67.5% |
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