-9.4%
XYZ vs GH
+459.8%
-469.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.6% |
| 7D | +12.6% | -11.2% | +23.8% | +17.2% |
| 30D | +10.8% | -7.2% | +18.0% | +13.2% |
| 3M | +8.4% | -7.1% | +15.4% | +9.6% |
| 6M | +14.3% | +62.3% | -48.0% | -7.7% |
| YTD | +31.5% | +52.1% | -20.6% | +7.3% |
| 1Y | +28.1% | +58.6% | -30.5% | +2.6% |
| 3Y | +66.2% | +619.9% | -553.7% | -38.3% |
| 5Y | -62.3% | +49.7% | -112.0% | -75.6% |
| All | -9.4% | +459.8% | -469.2% | -61.4% |
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