+47.3%
GH vs CAPR
+160.6%
-113.3%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +9.4% | -4.2% | +5.0% |
| 7D | -7.0% | +36.0% | -43.0% | -7.6% |
| 30D | -5.2% | +25.8% | -31.0% | -5.8% |
| 3M | -5.8% | +140.8% | -146.6% | -8.1% |
| 6M | +65.9% | -67.6% | +133.5% | +67.6% |
| YTD | +55.5% | -65.9% | +121.3% | +56.6% |
| 1Y | +64.2% | +66.1% | -1.9% | +49.6% |
| 3Y | +606.0% | +256.9% | +349.2% | +338.2% |
| 5Y | +47.3% | +172.1% | -124.8% | -13.8% |
| All | +47.3% | +160.6% | -113.3% | -13.8% |
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