+377.4%
GH vs CG
+56.8%
+320.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.7% |
| 7D | -2.1% | -1.3% | -0.8% | -1.6% |
| 30D | -4.5% | -3.2% | -1.3% | -3.6% |
| 3M | +28.9% | +6.2% | +22.7% | +23.7% |
| 6M | +76.5% | -4.7% | +81.2% | +78.1% |
| YTD | +57.6% | -20.6% | +78.2% | +71.7% |
| 1Y | +167.5% | -26.4% | +193.9% | +199.4% |
| 3Y | +377.4% | +55.4% | +322.0% | +220.8% |
| All | +377.4% | +56.8% | +320.6% | +220.8% |
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