+163.1%
GH vs COMP
+22.2%
+140.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -0.1% | +1.4% | -1.4% | -0.4% |
| 30D | -1.1% | -13.3% | +12.2% | +1.6% |
| 3M | +21.3% | +41.1% | -19.8% | +12.2% |
| 6M | +73.5% | +17.2% | +56.3% | +63.1% |
| YTD | +58.0% | +5.2% | +52.8% | +50.6% |
| 1Y | +163.1% | +18.9% | +144.1% | +149.5% |
| All | +163.1% | +22.2% | +140.9% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 1y: compounded portfolio wealth divided by compounded COMP 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…
1y analysis · Full analysis span regression · 6 months rolling