+380.7%
GH vs SPY
+194.1%
+186.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -2.1% |
| 7D | -8.2% | -0.9% | -7.3% | -6.8% |
| 30D | -4.9% | -2.4% | -2.6% | -1.5% |
| 3M | -6.2% | -1.2% | -5.1% | -4.8% |
| 6M | +60.0% | +3.3% | +56.8% | +53.2% |
| YTD | +51.5% | +12.3% | +39.2% | +30.0% |
| 1Y | +58.4% | +12.4% | +46.0% | +35.6% |
| 3Y | +617.2% | +78.8% | +538.4% | +227.3% |
| 5Y | +47.0% | +75.2% | -28.1% | -27.5% |
| All | +380.7% | +194.1% | +186.6% | +33.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling