+399.9%
GH vs SPYG
+241.2%
+158.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | -2.1% | +1.2% | -3.3% | -3.6% |
| 30D | -4.5% | -1.6% | -2.9% | -2.8% |
| 3M | +28.9% | +3.4% | +25.5% | +22.7% |
| 6M | +76.5% | +18.9% | +57.6% | +41.3% |
| YTD | +57.6% | +13.8% | +43.8% | +33.3% |
| 1Y | +167.5% | +20.6% | +146.9% | +108.0% |
| 3Y | +377.4% | +100.5% | +276.9% | +88.6% |
| 5Y | +23.8% | +84.6% | -60.8% | -42.8% |
| All | +399.9% | +241.2% | +158.8% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling