+163.1%
GH vs COO
+4.1%
+158.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -0.1% | -2.2% | +2.2% | +0.6% |
| 30D | -1.1% | -7.0% | +5.9% | +1.0% |
| 3M | +21.3% | +12.2% | +9.1% | +15.9% |
| 6M | +73.5% | -15.1% | +88.6% | +85.1% |
| YTD | +58.0% | -15.1% | +73.1% | +69.1% |
| 1Y | +163.1% | +2.3% | +160.7% | +162.4% |
| All | +163.1% | +4.1% | +158.9% | +162.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling