+58.6%
GH vs COMP
+16.2%
+42.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.4% | +5.2% | -0.5% |
| 7D | -11.2% | +7.2% | -18.4% | -12.7% |
| 30D | -7.2% | +6.4% | -13.6% | -8.9% |
| 3M | -7.1% | -19.4% | +12.3% | -3.0% |
| 6M | +62.3% | +14.6% | +47.8% | +53.1% |
| YTD | +52.1% | -5.5% | +57.6% | +47.1% |
| 1Y | +58.6% | +13.7% | +45.0% | +42.5% |
| All | +58.6% | +16.2% | +42.5% | +42.5% |
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