+393.9%
GH vs SFM
+167.2%
+226.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.1% | -2.2% |
| 7D | -1.2% | -8.8% | +7.5% | -0.4% |
| 30D | -3.7% | -14.5% | +10.8% | -2.3% |
| 3M | +21.7% | -16.8% | +38.5% | +23.6% |
| 6M | +75.7% | -5.3% | +81.1% | +75.8% |
| YTD | +55.7% | -9.4% | +65.1% | +56.1% |
| 1Y | +181.1% | -46.2% | +227.3% | +200.0% |
| 3Y | +371.6% | +81.3% | +290.3% | +323.1% |
| 5Y | +23.2% | +211.9% | -188.7% | +0.5% |
| All | +393.9% | +167.2% | +226.7% | +355.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SFM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling