+107.9%
WFC vs GH
+473.1%
-365.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +0.3% | -1.2% | +1.5% | +0.4% |
| 30D | +2.3% | -3.7% | +6.0% | +2.6% |
| 3M | +9.8% | +21.7% | -11.9% | +7.5% |
| 6M | +15.6% | +75.7% | -60.2% | +8.8% |
| YTD | -2.4% | +55.7% | -58.1% | -7.2% |
| 1Y | +13.8% | +181.1% | -167.3% | +1.8% |
| 3Y | +134.6% | +371.6% | -237.0% | +93.9% |
| 5Y | +127.9% | +23.2% | +104.7% | +100.1% |
| All | +107.9% | +473.1% | -365.1% | +60.6% |
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