+357.5%
GH vs CAPR
+56.4%
+301.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -0.1% | -2.0% | +1.9% | 0.0% |
| 30D | -1.1% | +139.2% | -140.3% | -1.9% |
| 3M | +21.3% | -66.4% | +87.7% | +22.0% |
| 6M | +73.5% | -63.1% | +136.7% | +74.3% |
| YTD | +58.0% | -67.4% | +125.5% | +58.9% |
| 1Y | +163.1% | +58.2% | +104.8% | +155.7% |
| All | +357.5% | +56.4% | +301.1% | +332.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling