+401.3%
GH vs SFM
+201.3%
+200.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.9% | -2.6% | -0.1% |
| 7D | -0.1% | -0.1% | 0.0% | -0.1% |
| 30D | -1.1% | -4.4% | +3.3% | -0.7% |
| 3M | +21.3% | +1.5% | +19.8% | +20.8% |
| 6M | +73.5% | +6.5% | +67.0% | +71.5% |
| YTD | +58.0% | +2.2% | +55.9% | +56.6% |
| 1Y | +163.1% | -41.9% | +204.9% | +179.9% |
| 3Y | +361.0% | +106.8% | +254.3% | +308.1% |
| 5Y | +22.5% | +231.6% | -209.0% | -0.3% |
| All | +401.3% | +201.3% | +200.0% | +356.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling