+382.5%
GH vs CP
+131.1%
+251.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.0% |
| 7D | -11.2% | +2.8% | -14.0% | -12.6% |
| 30D | -7.2% | +11.0% | -18.3% | -12.7% |
| 3M | -7.1% | +3.8% | -10.9% | -9.4% |
| 6M | +62.3% | +9.5% | +52.8% | +53.2% |
| YTD | +52.1% | +28.2% | +23.9% | +30.3% |
| 1Y | +58.6% | +33.0% | +25.7% | +33.1% |
| 3Y | +619.9% | +35.5% | +584.3% | +487.5% |
| 5Y | +49.7% | +25.8% | +23.9% | +27.3% |
| All | +382.5% | +131.1% | +251.4% | +171.1% |
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