+1,056.2%
WDC vs GH
+473.1%
+583.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.3% | -2.1% | -4.0% |
| 7D | +4.4% | -1.2% | +5.7% | +4.7% |
| 30D | +5.3% | -3.7% | +9.0% | +6.0% |
| 3M | -5.9% | +21.7% | -27.6% | -9.6% |
| 6M | +73.2% | +75.7% | -2.5% | +54.4% |
| YTD | +167.8% | +55.7% | +112.1% | +144.0% |
| 1Y | +386.0% | +181.1% | +204.9% | +293.5% |
| 3Y | +1,309.7% | +371.6% | +938.1% | +876.5% |
| 5Y | +957.1% | +23.2% | +933.9% | +769.1% |
| All | +1,056.2% | +473.1% | +583.1% | +598.3% |
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