+388.8%
GH vs CG
+148.0%
+240.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.7% | +0.7% | 0.0% |
| 7D | -2.5% | -9.9% | +7.4% | +3.5% |
| 30D | -4.7% | -11.7% | +7.0% | +1.7% |
| 3M | +20.2% | -4.3% | +24.5% | +20.9% |
| 6M | +78.8% | -8.8% | +87.5% | +84.7% |
| YTD | +54.1% | -26.9% | +80.9% | +80.1% |
| 1Y | +177.1% | -35.4% | +212.5% | +244.2% |
| 3Y | +371.6% | +43.0% | +328.6% | +227.7% |
| 5Y | +21.9% | +1.9% | +20.0% | +2.6% |
| All | +388.8% | +148.0% | +240.8% | +116.3% |
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