+58.4%
GH vs CAPR
+90.5%
-32.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +26.5% | -26.9% | -0.5% |
| 7D | -8.2% | +25.8% | -34.0% | -8.3% |
| 30D | -4.9% | +50.2% | -55.1% | -5.1% |
| 3M | -6.2% | +185.5% | -191.7% | -6.8% |
| 6M | +60.0% | -64.8% | +124.9% | +60.7% |
| YTD | +51.5% | -61.1% | +112.7% | +52.0% |
| 1Y | +58.4% | +81.0% | -22.6% | +57.0% |
| All | +58.4% | +90.5% | -32.1% | +57.0% |
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