+58.4%
GH vs COMP
+16.3%
+42.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.0% |
| 7D | -8.2% | +2.2% | -10.4% | -8.7% |
| 30D | -4.9% | +16.3% | -21.2% | -8.6% |
| 3M | -6.2% | -19.1% | +12.9% | -2.1% |
| 6M | +60.0% | +17.1% | +42.9% | +50.0% |
| YTD | +51.5% | -2.9% | +54.5% | +45.4% |
| 1Y | +58.4% | +8.8% | +49.6% | +43.1% |
| All | +58.4% | +16.3% | +42.1% | +43.1% |
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