+570.3%
GH vs COMP
+423.6%
+146.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.7% | -3.7% | -2.4% |
| 7D | +0.6% | 0.0% | +0.6% | +0.5% |
| 30D | -6.9% | +16.6% | -23.5% | -10.4% |
| 3M | -4.9% | -23.5% | +18.6% | -0.1% |
| 6M | +54.1% | +25.7% | +28.3% | +44.3% |
| YTD | +48.5% | -3.4% | +51.9% | +44.3% |
| 1Y | +61.2% | +7.6% | +53.6% | +52.8% |
| 3Y | +570.3% | +423.6% | +146.8% | +305.1% |
| All | +570.3% | +423.6% | +146.8% | +305.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling