+71.8%
GH vs CAPR
+47.4%
+24.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.3% | -11.9% | -3.7% |
| 7D | -7.7% | +43.2% | -50.9% | -7.8% |
| 30D | -10.0% | +14.7% | -24.6% | -10.0% |
| 3M | +5.5% | +113.9% | -108.4% | +5.1% |
| 6M | +84.9% | -73.4% | +158.3% | +86.0% |
| YTD | +65.0% | -69.1% | +134.1% | +65.8% |
| 1Y | +71.8% | +47.2% | +24.6% | +70.5% |
| All | +71.8% | +47.4% | +24.3% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling