+96.2%
GHC vs SPY
+81.8%
+14.4%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.3% |
| 7D | +2.7% | +0.5% | +2.2% | +2.3% |
| 30D | -4.9% | -0.9% | -4.0% | -4.2% |
| 3M | -0.4% | +3.9% | -4.3% | -3.4% |
| 6M | +5.9% | +14.5% | -8.7% | -4.9% |
| YTD | +3.2% | +12.9% | -9.8% | -6.4% |
| 1Y | -0.5% | +19.4% | -19.8% | -13.4% |
| 3Y | +102.6% | +78.5% | +24.1% | +31.9% |
| 5Y | +96.2% | +81.8% | +14.4% | +24.4% |
| All | +96.2% | +81.8% | +14.4% | +24.4% |
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