+24.4%
GH vs SPY
+81.0%
-56.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.9% |
| 7D | -0.2% | -0.4% | +0.2% | +0.4% |
| 30D | -2.6% | -1.4% | -1.3% | -0.6% |
| 3M | +25.1% | +3.7% | +21.4% | +17.2% |
| 6M | +78.5% | +13.0% | +65.5% | +45.8% |
| YTD | +59.4% | +12.4% | +47.0% | +31.5% |
| 1Y | +173.9% | +18.5% | +155.3% | +104.7% |
| 3Y | +382.7% | +77.6% | +305.1% | +73.0% |
| 5Y | +24.4% | +81.7% | -57.3% | -54.0% |
| All | +24.4% | +81.0% | -56.6% | -54.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling