+5,545.9%
GHM vs SPY
+3,091.8%
+2,454.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.5% |
| 7D | +2.0% | +0.1% | +1.9% | +1.9% |
| 30D | -16.0% | +0.1% | -16.0% | -15.9% |
| 3M | -18.7% | +2.0% | -20.7% | -19.8% |
| 6M | +2.0% | +13.0% | -11.0% | -7.9% |
| YTD | +36.7% | +13.5% | +23.1% | +23.3% |
| 1Y | +78.5% | +20.0% | +58.6% | +54.0% |
| 3Y | +442.9% | +77.2% | +365.7% | +242.1% |
| 5Y | +566.8% | +81.9% | +485.0% | +299.5% |
| 10Y | +407.6% | +314.1% | +93.6% | +42.3% |
| All | +5,545.9% | +3,091.8% | +2,454.1% | +424.8% |
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