+5,265.5%
GHM vs SPY
+3,034.0%
+2,231.5%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.6% | -2.6% |
| 7D | +6.9% | +2.6% | +4.3% | +4.7% |
| 30D | +13.7% | -2.0% | +15.7% | +15.7% |
| 3M | -24.9% | -2.8% | -22.1% | -22.9% |
| 6M | -18.2% | +2.1% | -20.4% | -19.5% |
| YTD | +29.9% | +11.5% | +18.4% | +19.0% |
| 1Y | +43.5% | +13.5% | +30.0% | +29.8% |
| 3Y | +405.9% | +77.7% | +328.2% | +218.0% |
| 5Y | +533.9% | +72.6% | +461.3% | +297.5% |
| 10Y | +388.2% | +308.2% | +80.0% | +38.4% |
| All | +5,265.5% | +3,034.0% | +2,231.5% | +406.8% |
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