+105.6%
GH vs SITM
+4,437.5%
-4,331.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.5% |
| 7D | -0.2% | +3.7% | -3.9% | -1.1% |
| 30D | -2.6% | -14.5% | +11.9% | +0.7% |
| 3M | +25.1% | -10.6% | +35.7% | +24.5% |
| 6M | +78.5% | +65.5% | +13.0% | +47.0% |
| YTD | +59.4% | +67.0% | -7.6% | +28.2% |
| 1Y | +173.9% | +138.6% | +35.2% | +94.9% |
| 3Y | +382.7% | +421.8% | -39.1% | +146.9% |
| 5Y | +24.4% | +172.4% | -148.0% | -30.7% |
| All | +105.6% | +4,437.5% | -4,331.8% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling