+619.9%
GH vs SPG
+136.6%
+483.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.5% |
| 7D | -11.2% | +5.6% | -16.8% | -14.1% |
| 30D | -7.2% | +17.6% | -24.8% | -16.2% |
| 3M | -7.1% | +7.5% | -14.6% | -11.3% |
| 6M | +62.3% | +18.5% | +43.8% | +44.5% |
| YTD | +52.1% | +30.9% | +21.2% | +26.2% |
| 1Y | +58.6% | +34.1% | +24.5% | +29.4% |
| 3Y | +619.9% | +135.5% | +484.4% | +186.2% |
| All | +619.9% | +136.6% | +483.3% | +186.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling