+447.8%
GHM vs SPY
+76.5%
+371.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -0.7% |
| 7D | +5.1% | -0.4% | +5.5% | +5.7% |
| 30D | -19.6% | -1.4% | -18.2% | -17.7% |
| 3M | -12.8% | +3.7% | -16.5% | -17.2% |
| 6M | +2.4% | +13.0% | -10.6% | -15.2% |
| YTD | +36.2% | +12.4% | +23.8% | +14.3% |
| 1Y | +84.2% | +18.5% | +65.6% | +43.4% |
| All | +447.8% | +76.5% | +371.2% | +192.5% |
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