-45.8%
GHI vs SPY
+75.5%
-121.3%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -4.0% | -2.0% | -2.0% | -3.2% |
| 30D | +10.2% | -1.7% | +11.8% | +10.9% |
| 3M | +25.3% | +4.7% | +20.5% | +23.0% |
| 6M | -9.0% | +12.5% | -21.5% | -13.1% |
| YTD | -3.8% | +11.7% | -15.6% | -7.9% |
| 1Y | -34.2% | +17.5% | -51.7% | -38.1% |
| All | -45.8% | +75.5% | -121.3% | -59.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling