-2.3%
GH vs COMP
-56.6%
+54.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -8.2% | -0.8% | -6.4% |
| 7D | -17.2% | -1.8% | -15.4% | -16.9% |
| 30D | -10.1% | -0.8% | -9.4% | -10.4% |
| 3M | -6.0% | -28.1% | +22.2% | +3.0% |
| 6M | +71.4% | +27.0% | +44.4% | +53.0% |
| YTD | +50.2% | -12.8% | +63.0% | +48.6% |
| 1Y | +61.4% | +4.9% | +56.5% | +49.6% |
| 3Y | +435.2% | +321.0% | +114.2% | +159.7% |
| 5Y | +39.2% | -25.6% | +64.8% | +5.9% |
| All | -2.3% | -56.6% | +54.3% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling