+368.5%
GH vs COO
-9.3%
+377.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.6% |
| 3M | -4.3% | -14.9% | +10.7% | +4.4% |
| 6M | +63.5% | +2.0% | +61.5% | +54.1% |
| YTD | +47.7% | -23.9% | +71.6% | +72.6% |
| 1Y | +56.7% | -9.6% | +66.4% | +59.5% |
| 3Y | +443.9% | -25.4% | +469.3% | +495.4% |
| 5Y | +36.9% | -41.2% | +78.1% | +82.9% |
| All | +368.5% | -9.3% | +377.8% | +310.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling