+163.1%
GH vs SARO
-7.4%
+170.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | -0.1% | -0.8% | +0.7% | +0.2% |
| 30D | -1.1% | -20.0% | +18.9% | +6.8% |
| 3M | +21.3% | -2.9% | +24.2% | +21.7% |
| 6M | +73.5% | -17.7% | +91.2% | +81.7% |
| YTD | +58.0% | -13.5% | +71.5% | +64.8% |
| 1Y | +163.1% | -9.7% | +172.8% | +169.1% |
| All | +163.1% | -7.4% | +170.4% | +169.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1y: compounded portfolio wealth divided by compounded SARO 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…
1y analysis · Full analysis span regression · 6 months rolling