+107.7%
COST vs GH
+20.8%
+86.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.3% |
| 7D | -1.2% | -2.5% | +1.3% | -1.0% |
| 30D | -4.7% | -4.7% | 0.0% | -4.5% |
| 3M | -7.1% | +20.2% | -27.4% | -8.6% |
| 6M | -8.5% | +78.8% | -87.3% | -12.9% |
| YTD | +5.4% | +54.1% | -48.7% | +1.3% |
| 1Y | -5.6% | +177.1% | -182.7% | -13.9% |
| 3Y | +68.5% | +371.6% | -303.1% | +42.3% |
| All | +107.7% | +20.8% | +86.9% | +87.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling