+23.8%
GH vs COO
-39.5%
+63.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.7% | +2.5% | +1.7% |
| 7D | -2.1% | -2.3% | +0.2% | -0.5% |
| 30D | -4.5% | -8.8% | +4.4% | +1.7% |
| 3M | +28.9% | +1.3% | +27.5% | +26.3% |
| 6M | +76.5% | -11.6% | +88.1% | +90.5% |
| YTD | +57.6% | -17.4% | +75.0% | +79.1% |
| 1Y | +167.5% | -1.6% | +169.1% | +160.8% |
| 3Y | +377.4% | -22.6% | +400.0% | +418.0% |
| 5Y | +23.8% | -40.3% | +64.2% | +42.2% |
| All | +23.8% | -39.5% | +63.3% | +42.2% |
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