+376.6%
GH vs SITM
+423.6%
-47.1%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.7% |
| 7D | -1.2% | +4.8% | -6.1% | -2.2% |
| 30D | -3.7% | -9.7% | +6.0% | -2.1% |
| 3M | +21.7% | -9.3% | +31.0% | +21.1% |
| 6M | +75.7% | +69.5% | +6.2% | +48.1% |
| YTD | +55.7% | +70.5% | -14.8% | +28.6% |
| 1Y | +181.1% | +145.3% | +35.9% | +106.1% |
| All | +376.6% | +423.6% | -47.1% | +155.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling