+71.8%
GH vs SITM
+47.5%
+24.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.4% | +5.7% | -2.9% |
| 7D | -7.7% | -19.5% | +11.9% | -6.2% |
| 30D | -10.0% | -43.2% | +33.2% | -6.6% |
| 3M | +5.5% | -30.8% | +36.3% | +7.7% |
| 6M | +84.9% | -28.6% | +113.5% | +84.7% |
| YTD | +65.0% | +14.2% | +50.9% | +56.7% |
| 1Y | +71.8% | +44.4% | +27.4% | +57.0% |
| All | +71.8% | +47.5% | +24.3% | +57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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