+393.9%
GH vs SPG
+82.5%
+311.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -1.2% | -2.2% | +1.0% | -0.6% |
| 30D | -3.7% | -5.8% | +2.1% | -1.9% |
| 3M | +21.7% | -2.8% | +24.5% | +22.5% |
| 6M | +75.7% | +8.9% | +66.9% | +70.9% |
| YTD | +55.7% | +14.3% | +41.4% | +49.0% |
| 1Y | +181.1% | +19.5% | +161.6% | +164.9% |
| 3Y | +371.6% | +106.9% | +264.8% | +280.5% |
| 5Y | +23.2% | +108.7% | -85.5% | -0.6% |
| All | +393.9% | +82.5% | +311.3% | +415.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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