+36.6%
GH vs COMP
-17.6%
+54.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.7% | -12.4% | -5.1% |
| 7D | -15.6% | +13.4% | -29.1% | -19.4% |
| 30D | -10.4% | +11.1% | -21.5% | -14.1% |
| 3M | -4.3% | -18.8% | +14.6% | +0.7% |
| 6M | +63.5% | +10.5% | +53.0% | +54.0% |
| YTD | +47.7% | -3.4% | +51.1% | +41.0% |
| 1Y | +56.7% | +19.7% | +37.1% | +38.8% |
| 3Y | +443.9% | +381.6% | +62.3% | +148.4% |
| All | +36.6% | -17.6% | +54.2% | +10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling