+255.2%
GHI vs SPY
+3,059.5%
-2,804.3%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +0.6% | -0.4% | +1.0% | +0.7% |
| 30D | +10.0% | -1.4% | +11.4% | +10.4% |
| 3M | +24.6% | +3.7% | +20.9% | +23.5% |
| 6M | -12.6% | +13.0% | -25.6% | -15.2% |
| YTD | -4.0% | +12.4% | -16.4% | -6.7% |
| 1Y | -34.8% | +18.5% | -53.4% | -37.5% |
| 3Y | -45.9% | +77.6% | -123.5% | -53.3% |
| 5Y | -46.6% | +81.7% | -128.3% | -54.4% |
| 10Y | -12.0% | +319.7% | -331.6% | -36.4% |
| All | +255.2% | +3,059.5% | -2,804.3% | +76.6% |
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