+110.6%
SPOT vs GH
+21.3%
+89.3%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.3% |
| 7D | -6.9% | -1.2% | -5.6% | -6.6% |
| 30D | +4.1% | -3.7% | +7.8% | +4.8% |
| 3M | +3.7% | +21.7% | -18.0% | -1.8% |
| 6M | -1.6% | +75.7% | -77.4% | -15.3% |
| YTD | -10.2% | +55.7% | -65.9% | -20.6% |
| 1Y | -25.9% | +181.1% | -207.0% | -44.3% |
| 3Y | +235.6% | +371.6% | -136.0% | +104.3% |
| 5Y | +110.6% | +23.2% | +87.4% | +72.3% |
| All | +110.6% | +21.3% | +89.3% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 5y: compounded portfolio wealth divided by compounded GH 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…
5y analysis · Full analysis span regression · 6 months rolling