+283.3%
WMT vs GH
+467.1%
-183.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.4% |
| 7D | 0.0% | -2.5% | +2.5% | +0.1% |
| 30D | -7.4% | -4.7% | -2.7% | -7.3% |
| 3M | -10.9% | +20.2% | -31.1% | -11.8% |
| 6M | -12.7% | +78.8% | -91.5% | -15.5% |
| YTD | -3.2% | +54.1% | -57.3% | -5.8% |
| 1Y | +5.3% | +177.1% | -171.8% | -1.1% |
| 3Y | +101.9% | +371.6% | -269.8% | +80.7% |
| 5Y | +134.6% | +21.9% | +112.6% | +120.4% |
| All | +283.3% | +467.1% | -183.8% | +213.1% |
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