+603.8%
GH vs SARO
-22.5%
+626.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.7% | -1.7% |
| 7D | -2.5% | -3.1% | +0.6% | -1.3% |
| 30D | -4.7% | -12.2% | +7.5% | +0.2% |
| 3M | +20.2% | -7.4% | +27.6% | +23.2% |
| 6M | +78.8% | -15.3% | +94.0% | +88.3% |
| YTD | +54.1% | -16.2% | +70.3% | +62.9% |
| 1Y | +177.1% | -12.1% | +189.2% | +185.6% |
| All | +603.8% | -22.5% | +626.3% | +559.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling