+382.5%
GH vs CAPR
-16.3%
+398.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.9% | +7.8% | -1.9% |
| 7D | -11.2% | +7.6% | -18.9% | -11.4% |
| 30D | -7.2% | +13.3% | -20.5% | -7.7% |
| 3M | -7.1% | +130.4% | -137.5% | -9.8% |
| 6M | +62.3% | -70.8% | +133.1% | +64.4% |
| YTD | +52.1% | -69.3% | +121.4% | +53.6% |
| 1Y | +58.6% | +59.5% | -0.9% | +43.0% |
| 3Y | +619.9% | +216.8% | +403.1% | +488.9% |
| 5Y | +49.7% | +152.7% | -103.0% | +22.0% |
| All | +382.5% | -16.3% | +398.8% | +292.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling