+401.3%
GH vs CG
+175.1%
+226.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.9% | +1.2% |
| 7D | -0.1% | -4.3% | +4.3% | +2.4% |
| 30D | -1.1% | -5.1% | +4.0% | +1.2% |
| 3M | +21.3% | +8.7% | +12.6% | +13.3% |
| 6M | +73.5% | -9.2% | +82.8% | +80.2% |
| YTD | +58.0% | -18.9% | +76.9% | +74.1% |
| 1Y | +163.1% | -25.6% | +188.7% | +200.2% |
| 3Y | +361.0% | +57.3% | +303.8% | +203.5% |
| 5Y | +22.5% | +10.2% | +12.4% | -1.5% |
| All | +401.3% | +175.1% | +226.2% | +109.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling