+61.2%
GH vs COO
-12.3%
+73.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.8% | -2.2% |
| 7D | +0.6% | +0.5% | +0.1% | +0.5% |
| 30D | -6.9% | +14.2% | -21.1% | -9.2% |
| 3M | -4.9% | -18.2% | +13.3% | 0.0% |
| 6M | +54.1% | +5.3% | +48.7% | +49.2% |
| YTD | +48.5% | -23.6% | +72.1% | +61.6% |
| 1Y | +61.2% | -12.7% | +73.8% | +80.1% |
| All | +61.2% | -12.3% | +73.5% | +80.1% |
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