+401.3%
GH vs CAPR
-11.3%
+412.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 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% | +59.6% |
| 1Y | +163.1% | +58.2% | +104.8% | +136.9% |
| 3Y | +361.0% | +42.2% | +318.8% | +292.6% |
| 5Y | +22.5% | +87.3% | -64.7% | +1.0% |
| All | +401.3% | -11.3% | +412.6% | +308.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling