-1.4%
GH vs COMP
-51.7%
+50.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.2% |
| 7D | -8.2% | +2.2% | -10.4% | -9.0% |
| 30D | -4.9% | +16.3% | -21.2% | -10.2% |
| 3M | -6.2% | -19.1% | +12.9% | -1.4% |
| 6M | +60.0% | +17.1% | +42.9% | +48.0% |
| YTD | +51.5% | -2.9% | +54.5% | +44.4% |
| 1Y | +58.4% | +8.8% | +49.6% | +45.0% |
| 3Y | +617.2% | +423.5% | +193.8% | +221.5% |
| 5Y | +47.0% | -10.5% | +57.5% | +5.5% |
| All | -1.4% | -51.7% | +50.3% | -16.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling