+393.1%
GH vs CP
+131.7%
+261.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.0% | +3.2% | +4.2% |
| 7D | -7.0% | +2.8% | -9.8% | -8.4% |
| 30D | -5.2% | +11.3% | -16.5% | -10.9% |
| 3M | -5.8% | +2.9% | -8.6% | -7.6% |
| 6M | +65.9% | +9.8% | +56.2% | +56.3% |
| YTD | +55.5% | +28.5% | +26.9% | +33.0% |
| 1Y | +64.2% | +33.5% | +30.7% | +37.4% |
| 3Y | +606.0% | +31.9% | +574.1% | +485.4% |
| 5Y | +47.3% | +25.5% | +21.8% | +25.4% |
| All | +393.1% | +131.7% | +261.5% | +176.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling