+380.7%
GH vs COO
-8.4%
+389.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | +0.3% |
| 7D | -8.2% | -2.3% | -5.9% | -6.6% |
| 30D | -4.9% | +13.3% | -18.2% | -13.2% |
| 3M | -6.2% | -18.1% | +11.8% | +5.1% |
| 6M | +60.0% | +6.7% | +53.3% | +46.3% |
| YTD | +51.5% | -23.2% | +74.8% | +76.1% |
| 1Y | +58.4% | -12.3% | +70.7% | +65.1% |
| 3Y | +617.2% | -23.6% | +640.8% | +669.8% |
| 5Y | +47.0% | -38.7% | +85.7% | +91.7% |
| All | +380.7% | -8.4% | +389.1% | +318.8% |
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