+401.3%
GH vs COO
+1.3%
+400.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +1.3% |
| 7D | -0.1% | -2.2% | +2.2% | +1.5% |
| 30D | -1.1% | -7.0% | +5.9% | +3.9% |
| 3M | +21.3% | +12.2% | +9.1% | +9.8% |
| 6M | +73.5% | -15.1% | +88.6% | +92.2% |
| YTD | +58.0% | -15.1% | +73.1% | +75.1% |
| 1Y | +163.1% | +2.3% | +160.7% | +150.1% |
| 3Y | +361.0% | -23.7% | +384.7% | +415.6% |
| 5Y | +22.5% | -38.9% | +61.5% | +62.6% |
| All | +401.3% | +1.3% | +400.0% | +316.5% |
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