+584.0%
GH vs CG
+51.4%
+532.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.2% |
| 7D | -8.2% | -3.8% | -4.4% | -6.6% |
| 30D | -4.9% | +7.5% | -12.4% | -7.9% |
| 3M | -6.2% | -14.4% | +8.1% | -0.7% |
| 6M | +60.0% | -15.7% | +75.7% | +69.4% |
| YTD | +51.5% | -29.0% | +80.5% | +72.3% |
| 1Y | +58.4% | -22.1% | +80.5% | +71.9% |
| All | +584.0% | +51.4% | +532.6% | +303.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling