-15.4%
WBD vs GH
+467.1%
-482.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.4% |
| 7D | -0.7% | -2.5% | +1.8% | -0.4% |
| 30D | +1.4% | -4.7% | +6.1% | +2.1% |
| 3M | +4.4% | +20.2% | -15.8% | +0.8% |
| 6M | +0.8% | +78.8% | -78.0% | -9.4% |
| YTD | -2.7% | +54.1% | -56.8% | -10.8% |
| 1Y | +73.4% | +177.1% | -103.7% | +42.0% |
| 3Y | +142.1% | +371.6% | -229.5% | +72.2% |
| 5Y | +7.2% | +21.9% | -14.7% | -18.4% |
| All | -15.4% | +467.1% | -482.5% | -39.8% |
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