+213.6%
SPOT vs GH
+480.1%
-266.5%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -2.9% | -2.1% | -0.8% | -2.4% |
| 30D | +8.3% | -4.5% | +12.7% | +9.2% |
| 3M | +5.1% | +28.9% | -23.8% | -1.7% |
| 6M | -6.5% | +76.5% | -83.0% | -19.3% |
| YTD | -9.0% | +57.6% | -66.6% | -19.6% |
| 1Y | -26.4% | +167.5% | -193.9% | -43.6% |
| 3Y | +240.0% | +377.4% | -137.4% | +108.1% |
| 5Y | +111.7% | +23.8% | +87.9% | +65.2% |
| All | +213.6% | +480.1% | -266.5% | +87.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling