-8.5%
COST vs GH
+75.8%
-84.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.2% |
| 7D | -1.2% | -2.5% | +1.3% | -1.4% |
| 30D | -4.7% | -4.7% | 0.0% | -5.0% |
| 3M | -7.1% | +20.2% | -27.4% | -6.9% |
| 6M | -8.5% | +78.8% | -87.3% | -8.4% |
| All | -8.5% | +75.8% | -84.4% | -8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling