+22.1%
GH vs CAPR
+84.7%
-62.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.5% |
| 3M | +21.3% | -66.4% | +87.7% | +22.6% |
| 6M | +73.5% | -63.1% | +136.7% | +74.9% |
| YTD | +58.0% | -67.4% | +125.5% | +59.7% |
| 1Y | +163.1% | +58.2% | +104.8% | +137.0% |
| 3Y | +361.0% | +42.2% | +318.8% | +242.1% |
| All | +22.1% | +84.7% | -62.6% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling