+23.2%
GH vs SITM
+176.0%
-152.8%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.1% | -4.4% | -2.9% |
| 7D | -1.2% | +4.8% | -6.1% | -2.7% |
| 30D | -3.7% | -9.7% | +6.0% | -1.4% |
| 3M | +21.7% | -9.3% | +31.0% | +20.4% |
| 6M | +75.7% | +69.5% | +6.2% | +37.8% |
| YTD | +55.7% | +70.5% | -14.8% | +18.5% |
| 1Y | +181.1% | +145.3% | +35.9% | +83.0% |
| 3Y | +371.6% | +432.8% | -61.2% | +95.0% |
| 5Y | +23.2% | +174.0% | -150.8% | -43.6% |
| All | +23.2% | +176.0% | -152.8% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling