+181.1%
GH vs SPG
+19.7%
+161.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +21.6% |
| 6M | +75.7% | +8.9% | +66.9% | +67.5% |
| YTD | +55.7% | +14.3% | +41.4% | +48.9% |
| 1Y | +181.1% | +19.5% | +161.6% | +174.1% |
| All | +181.1% | +19.7% | +161.4% | +174.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling