+377.4%
GH vs SPG
+112.2%
+265.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -1.0% |
| 7D | -2.1% | 0.0% | -2.1% | -2.1% |
| 30D | -4.5% | -4.9% | +0.5% | -1.4% |
| 3M | +28.9% | +3.3% | +25.6% | +25.1% |
| 6M | +76.5% | +11.2% | +65.3% | +62.9% |
| YTD | +57.6% | +17.1% | +40.6% | +40.1% |
| 1Y | +167.5% | +21.6% | +146.0% | +130.4% |
| 3Y | +377.4% | +111.9% | +265.5% | +132.5% |
| All | +377.4% | +112.2% | +265.2% | +132.5% |
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