+1,228.3%
GHC vs SPY
+2,954.7%
-1,726.4%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.7% |
| 7D | +3.7% | -2.7% | +6.4% | +5.6% |
| 30D | +3.8% | -5.4% | +9.2% | +7.5% |
| 3M | +1.6% | -4.1% | +5.7% | +4.2% |
| 6M | +8.3% | +0.7% | +7.6% | +7.3% |
| YTD | +11.0% | +8.7% | +2.4% | +4.4% |
| 1Y | +17.6% | +10.9% | +6.7% | +9.1% |
| 3Y | +100.4% | +75.0% | +25.4% | +38.1% |
| 5Y | +108.7% | +67.8% | +40.9% | +46.8% |
| 10Y | +201.0% | +312.9% | -111.8% | +19.6% |
| All | +1,228.3% | +2,954.7% | -1,726.4% | +112.0% |
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