+586.5%
GH vs SPY
+77.0%
+509.4%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.7% |
| 7D | -11.2% | -0.6% | -10.6% | -10.4% |
| 30D | -7.2% | -3.7% | -3.6% | -2.4% |
| 3M | -7.1% | -2.7% | -4.3% | -3.7% |
| 6M | +62.3% | +2.2% | +60.1% | +58.0% |
| YTD | +52.1% | +10.8% | +41.3% | +33.8% |
| 1Y | +58.6% | +11.2% | +47.4% | +38.9% |
| All | +586.5% | +77.0% | +509.4% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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