+22.1%
GH vs CP
+32.0%
-9.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | -0.1% | -2.7% | +2.6% | +1.3% |
| 30D | -1.1% | +0.2% | -1.2% | -1.3% |
| 3M | +21.3% | +2.6% | +18.7% | +18.8% |
| 6M | +73.5% | +6.0% | +67.6% | +66.5% |
| YTD | +58.0% | +24.9% | +33.1% | +36.6% |
| 1Y | +163.1% | +20.1% | +142.9% | +131.9% |
| 3Y | +361.0% | +16.4% | +344.6% | +305.9% |
| All | +22.1% | +32.0% | -9.9% | +4.0% |
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