+23.0%
GH vs CG
+9.9%
+13.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +1.1% |
| 7D | -2.1% | -1.3% | -0.8% | -1.4% |
| 30D | -4.5% | -3.2% | -1.3% | -3.3% |
| 3M | +28.9% | +6.2% | +22.7% | +21.5% |
| 6M | +76.5% | -4.7% | +81.2% | +78.0% |
| YTD | +57.6% | -20.6% | +78.2% | +77.0% |
| 1Y | +167.5% | -26.4% | +193.9% | +210.0% |
| 3Y | +377.4% | +55.4% | +322.0% | +185.1% |
| All | +23.0% | +9.9% | +13.1% | -7.8% |
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 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