+124.1%
COP vs GH
+481.7%
-357.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | +3.0% | -0.1% | +3.1% | +3.0% |
| 30D | +17.5% | -1.1% | +18.6% | +17.5% |
| 3M | +13.4% | +21.3% | -7.9% | +11.5% |
| 6M | +17.7% | +73.5% | -55.8% | +12.4% |
| YTD | +46.6% | +58.0% | -11.4% | +40.6% |
| 1Y | +44.6% | +163.1% | -118.4% | +32.5% |
| 3Y | +20.7% | +361.0% | -340.3% | +3.0% |
| 5Y | +185.0% | +22.5% | +162.5% | +166.4% |
| All | +124.1% | +481.7% | -357.5% | +63.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling