+36.6%
GH vs COO
-41.6%
+78.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -0.5% |
| 7D | -15.6% | +4.7% | -20.3% | -18.5% |
| 30D | -10.4% | +13.9% | -24.3% | -18.5% |
| 3M | -4.3% | -14.9% | +10.7% | +4.8% |
| 6M | +63.5% | +2.0% | +61.5% | +53.7% |
| YTD | +47.7% | -23.9% | +71.6% | +74.1% |
| 1Y | +56.7% | -9.6% | +66.4% | +59.4% |
| 3Y | +443.9% | -25.4% | +469.3% | +478.6% |
| All | +36.6% | -41.6% | +78.2% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling