+20.8%
COP vs GH
+355.8%
-335.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | -0.8% | -2.1% | +1.2% | -0.8% |
| 30D | +15.6% | -4.5% | +20.0% | +15.7% |
| 3M | +14.3% | +28.9% | -14.6% | +13.5% |
| 6M | +17.0% | +76.5% | -59.5% | +14.9% |
| YTD | +47.4% | +57.6% | -10.2% | +45.3% |
| 1Y | +52.4% | +167.5% | -115.1% | +45.6% |
| 3Y | +20.8% | +377.4% | -356.6% | +16.7% |
| All | +20.8% | +355.8% | -335.0% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling