+333.2%
COST vs GH
+486.6%
-153.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -0.9% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -5.3% | -2.6% | -2.6% | -5.1% |
| 3M | -6.7% | +25.1% | -31.8% | -8.6% |
| 6M | -9.9% | +78.5% | -88.4% | -14.6% |
| YTD | +5.1% | +59.4% | -54.2% | +0.4% |
| 1Y | -7.3% | +173.9% | -181.1% | -15.8% |
| 3Y | +70.4% | +382.7% | -312.3% | +42.4% |
| 5Y | +104.4% | +24.4% | +80.0% | +84.3% |
| All | +333.2% | +486.6% | -153.4% | +223.6% |
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