+377.4%
GH vs SFM
+96.9%
+280.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.5% | +6.2% | -0.1% |
| 7D | -2.1% | -5.8% | +3.7% | -1.9% |
| 30D | -4.5% | -11.4% | +6.9% | -4.1% |
| 3M | +28.9% | -12.2% | +41.1% | +29.3% |
| 6M | +76.5% | -5.2% | +81.7% | +76.3% |
| YTD | +57.6% | -4.5% | +62.1% | +57.6% |
| 1Y | +167.5% | -45.4% | +212.9% | +195.4% |
| 3Y | +377.4% | +91.1% | +286.3% | +295.3% |
| All | +377.4% | +96.9% | +280.5% | +295.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling