-10.5%
XYZ vs GH
+446.7%
-457.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.0% | +4.9% | +3.6% |
| 7D | -1.1% | +0.6% | -1.6% | -1.3% |
| 30D | +11.5% | -6.9% | +18.4% | +13.7% |
| 3M | +1.8% | -4.9% | +6.7% | +2.1% |
| 6M | +21.2% | +54.1% | -32.8% | -0.3% |
| YTD | +29.9% | +48.5% | -18.6% | +6.9% |
| 1Y | +35.8% | +61.2% | -25.4% | +8.0% |
| 3Y | +62.6% | +570.3% | -507.8% | -37.8% |
| 5Y | -62.8% | +46.1% | -108.9% | -75.6% |
| All | -10.5% | +446.7% | -457.2% | -61.5% |
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 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