+167.5%
GH vs COMP
+11.9%
+155.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.1% | +0.4% |
| 7D | -2.1% | +4.1% | -6.2% | -3.0% |
| 30D | -4.5% | -14.5% | +10.1% | -1.6% |
| 3M | +28.9% | +41.8% | -12.9% | +18.9% |
| 6M | +76.5% | +23.6% | +52.9% | +65.2% |
| YTD | +57.6% | +1.7% | +55.9% | +51.2% |
| 1Y | +167.5% | +12.6% | +155.0% | +157.4% |
| All | +167.5% | +11.9% | +155.7% | +157.4% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling