+49.2%
GH vs COMP
-12.0%
+61.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.7% |
| 7D | +0.9% | +8.9% | -8.0% | -2.1% |
| 30D | -4.5% | +14.0% | -18.4% | -9.2% |
| 3M | -6.2% | -21.1% | +14.9% | -0.5% |
| 6M | +55.0% | +20.1% | +34.9% | +42.1% |
| YTD | +51.6% | -5.0% | +56.6% | +45.4% |
| 1Y | +58.3% | +5.7% | +52.6% | +46.1% |
| 3Y | +617.6% | +412.2% | +205.4% | +219.1% |
| 5Y | +49.2% | -12.1% | +61.3% | +19.1% |
| All | +49.2% | -12.0% | +61.2% | +19.1% |
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 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