+78.5%
SPY vs GH
+355.8%
-277.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.3% | -0.5% |
| 7D | +0.5% | -2.1% | +2.6% | +0.7% |
| 30D | -0.9% | -4.5% | +3.5% | -0.6% |
| 3M | +3.9% | +28.9% | -25.0% | +1.5% |
| 6M | +14.5% | +76.5% | -62.0% | +8.7% |
| YTD | +12.9% | +57.6% | -44.7% | +8.0% |
| 1Y | +19.4% | +167.5% | -148.2% | +8.8% |
| 3Y | +78.5% | +377.4% | -298.9% | +52.5% |
| All | +78.5% | +355.8% | -277.3% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling