+22.1%
GH vs COMP
-31.2%
+53.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | -0.1% | +1.4% | -1.4% | -0.6% |
| 30D | -1.1% | -13.3% | +12.2% | +3.0% |
| 3M | +21.3% | +41.1% | -19.8% | +7.1% |
| 6M | +73.5% | +17.2% | +56.3% | +59.2% |
| YTD | +58.0% | +5.2% | +52.8% | +48.5% |
| 1Y | +163.1% | +18.9% | +144.1% | +133.4% |
| 3Y | +361.0% | +215.9% | +145.1% | +151.2% |
| All | +22.1% | -31.2% | +53.3% | -1.6% |
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