+371.1%
GH vs CG
+132.9%
+238.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.0% | -3.1% | -2.6% |
| 7D | +0.6% | +0.2% | +0.4% | +0.3% |
| 30D | -6.9% | +11.2% | -18.1% | -12.8% |
| 3M | -4.9% | -22.1% | +17.2% | +8.7% |
| 6M | +54.1% | -17.9% | +72.0% | +68.0% |
| YTD | +48.5% | -31.3% | +79.8% | +78.6% |
| 1Y | +61.2% | -24.0% | +85.1% | +81.2% |
| 3Y | +570.3% | +45.0% | +525.4% | +357.6% |
| 5Y | +46.1% | -22.6% | +68.8% | +42.3% |
| All | +371.1% | +132.9% | +238.2% | +114.5% |
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