+145.8%
GHC vs SPY
+312.5%
-166.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.5% |
| 7D | +0.4% | -0.4% | +0.7% | +0.7% |
| 30D | -5.1% | -1.4% | -3.7% | -4.1% |
| 3M | -1.9% | +3.7% | -5.6% | -5.0% |
| 6M | +4.0% | +13.0% | -9.0% | -6.0% |
| YTD | +2.2% | +12.4% | -10.2% | -7.3% |
| 1Y | -0.9% | +18.5% | -19.5% | -13.8% |
| 3Y | +100.7% | +77.6% | +23.1% | +27.2% |
| 5Y | +95.8% | +81.7% | +14.1% | +20.6% |
| 10Y | +145.8% | +319.7% | -173.9% | -25.1% |
| All | +145.8% | +312.5% | -166.7% | -25.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling