+371.1%
GH vs SPG
+107.8%
+263.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.8% | -2.0% |
| 7D | +0.6% | +2.0% | -1.4% | 0.0% |
| 30D | -6.9% | +17.2% | -24.2% | -11.5% |
| 3M | -4.9% | +6.3% | -11.2% | -6.9% |
| 6M | +54.1% | +18.7% | +35.4% | +45.6% |
| YTD | +48.5% | +30.1% | +18.4% | +36.4% |
| 1Y | +61.2% | +32.8% | +28.4% | +47.0% |
| 3Y | +570.3% | +133.6% | +436.8% | +419.7% |
| 5Y | +46.1% | +84.4% | -38.2% | +17.7% |
| All | +371.1% | +107.8% | +263.3% | +371.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling