-15.2%
XYZ vs GH
+480.1%
-495.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +2.9% | -2.1% | +4.9% | +3.6% |
| 30D | +1.4% | -4.5% | +5.8% | +2.7% |
| 3M | +14.6% | +28.9% | -14.3% | +2.7% |
| 6M | +20.8% | +76.5% | -55.8% | -4.9% |
| YTD | +23.1% | +57.6% | -34.5% | +0.3% |
| 1Y | +5.6% | +167.5% | -161.9% | -32.0% |
| 3Y | +50.9% | +377.4% | -326.5% | -32.4% |
| 5Y | -68.6% | +23.8% | -92.4% | -78.1% |
| All | -15.2% | +480.1% | -495.3% | -63.9% |
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