+380.9%
GH vs CG
+130.5%
+250.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.3% | +2.5% |
| 7D | +0.9% | -1.5% | +2.4% | +1.7% |
| 30D | -4.5% | +5.7% | -10.2% | -7.9% |
| 3M | -6.2% | -17.9% | +11.7% | +3.6% |
| 6M | +55.0% | -20.2% | +75.2% | +71.9% |
| YTD | +51.6% | -32.0% | +83.6% | +83.5% |
| 1Y | +58.3% | -27.0% | +85.3% | +82.5% |
| 3Y | +617.6% | +42.8% | +574.8% | +394.5% |
| 5Y | +49.2% | -23.4% | +72.6% | +46.1% |
| All | +380.9% | +130.5% | +250.4% | +120.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling