+401.3%
GH vs SPXU
-98.7%
+499.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.0% | +0.8% |
| 7D | -0.1% | -0.1% | +0.1% | -0.1% |
| 30D | -1.1% | +0.8% | -1.9% | -0.7% |
| 3M | +21.3% | -4.7% | +26.0% | +19.9% |
| 6M | +73.5% | -29.6% | +103.1% | +52.1% |
| YTD | +58.0% | -29.9% | +87.9% | +39.4% |
| 1Y | +163.1% | -39.1% | +202.1% | +118.6% |
| 3Y | +361.0% | -80.0% | +441.0% | +169.5% |
| 5Y | +22.5% | -86.0% | +108.6% | -20.9% |
| All | +401.3% | -98.7% | +499.9% | +96.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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