+23.2%
GH vs SPYG
+82.6%
-59.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -1.2% |
| 7D | -1.2% | -1.8% | +0.6% | +1.2% |
| 30D | -3.7% | -1.9% | -1.7% | -1.4% |
| 3M | +21.7% | +5.2% | +16.5% | +12.8% |
| 6M | +75.7% | +15.6% | +60.2% | +43.4% |
| YTD | +55.7% | +12.4% | +43.3% | +31.8% |
| 1Y | +181.1% | +17.5% | +163.7% | +121.3% |
| 3Y | +371.6% | +98.1% | +273.5% | +61.9% |
| 5Y | +23.2% | +84.9% | -61.7% | -50.5% |
| All | +23.2% | +82.6% | -59.4% | -50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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