+128.3%
WFC vs GH
+24.4%
+103.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +0.4% | -0.2% | +0.6% | +0.5% |
| 30D | +2.5% | -2.6% | +5.1% | +2.7% |
| 3M | +10.0% | +25.1% | -15.1% | +7.1% |
| 6M | +15.1% | +78.5% | -63.4% | +7.4% |
| YTD | -2.2% | +59.4% | -61.6% | -7.7% |
| 1Y | +13.5% | +173.9% | -160.4% | +0.4% |
| 3Y | +135.2% | +382.7% | -247.5% | +89.6% |
| 5Y | +128.3% | +24.4% | +103.9% | +85.5% |
| All | +128.3% | +24.4% | +103.9% | +85.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling