+380.9%
GH vs CP
+133.1%
+247.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.4% |
| 7D | +0.9% | +0.9% | 0.0% | +0.5% |
| 30D | -4.5% | +10.3% | -14.8% | -9.7% |
| 3M | -6.2% | +2.3% | -8.5% | -7.7% |
| 6M | +55.0% | +10.7% | +44.2% | +45.3% |
| YTD | +51.6% | +29.3% | +22.3% | +29.3% |
| 1Y | +58.3% | +31.5% | +26.8% | +33.7% |
| 3Y | +617.6% | +36.7% | +580.9% | +482.9% |
| 5Y | +49.2% | +26.8% | +22.4% | +26.4% |
| All | +380.9% | +133.1% | +247.8% | +169.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling