+47.0%
GH vs CG
-17.8%
+64.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | +0.5% |
| 7D | -8.2% | -3.8% | -4.4% | -5.8% |
| 30D | -4.9% | +7.5% | -12.4% | -9.5% |
| 3M | -6.2% | -14.4% | +8.1% | +1.7% |
| 6M | +60.0% | -15.7% | +75.7% | +72.9% |
| YTD | +51.5% | -29.0% | +80.5% | +81.2% |
| 1Y | +58.4% | -22.1% | +80.5% | +76.9% |
| 3Y | +617.2% | +49.1% | +568.1% | +323.2% |
| 5Y | +47.0% | -18.4% | +65.4% | +28.1% |
| All | +47.0% | -17.8% | +64.8% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling