+36.6%
GH vs CP
+24.4%
+12.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.7% |
| 7D | -15.6% | +2.8% | -18.4% | -17.1% |
| 30D | -10.4% | +10.2% | -20.6% | -15.7% |
| 3M | -4.3% | +2.4% | -6.6% | -6.0% |
| 6M | +63.5% | +7.7% | +55.9% | +54.9% |
| YTD | +47.7% | +26.0% | +21.7% | +25.5% |
| 1Y | +56.7% | +34.6% | +22.1% | +27.4% |
| 3Y | +443.9% | +26.7% | +417.2% | +346.0% |
| All | +36.6% | +24.4% | +12.3% | +10.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling