+75.2%
SPY vs GH
+48.9%
+26.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.9% | -8.2% | +7.3% | 0.0% |
| 30D | -2.4% | -4.9% | +2.6% | -1.9% |
| 3M | -1.2% | -6.2% | +5.1% | -0.8% |
| 6M | +3.3% | +60.0% | -56.8% | -2.6% |
| YTD | +12.3% | +51.5% | -39.2% | +6.0% |
| 1Y | +12.4% | +58.4% | -46.0% | +5.5% |
| 3Y | +78.8% | +617.2% | -538.4% | +34.4% |
| 5Y | +75.2% | +47.0% | +28.1% | +48.3% |
| All | +75.2% | +48.9% | +26.3% | +48.3% |
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