+98.8%
GH vs SITM
+4,789.7%
-4,690.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.5% | -6.6% | -2.4% |
| 7D | -2.5% | +3.9% | -6.3% | -3.5% |
| 30D | -4.7% | -6.6% | +1.9% | -3.6% |
| 3M | +20.2% | -11.9% | +32.1% | +20.3% |
| 6M | +78.8% | +81.1% | -2.4% | +43.9% |
| YTD | +54.1% | +80.0% | -25.9% | +21.6% |
| 1Y | +177.1% | +145.8% | +31.2% | +95.9% |
| 3Y | +371.6% | +475.9% | -104.3% | +135.0% |
| 5Y | +21.9% | +189.2% | -167.3% | -33.2% |
| All | +98.8% | +4,789.7% | -4,690.9% | -24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling