+199.2%
SPY vs GH
+481.7%
-282.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.1% | -0.1% | +0.2% | +0.1% |
| 30D | +0.1% | -1.1% | +1.1% | +0.1% |
| 3M | +2.0% | +21.3% | -19.3% | -0.6% |
| 6M | +13.0% | +73.5% | -60.5% | +5.2% |
| YTD | +13.5% | +58.0% | -44.5% | +6.6% |
| 1Y | +20.0% | +163.1% | -143.1% | +5.4% |
| 3Y | +77.2% | +361.0% | -283.9% | +39.8% |
| 5Y | +81.9% | +22.5% | +59.3% | +58.7% |
| All | +199.2% | +481.7% | -282.5% | +115.0% |
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