+380.7%
GH vs SM
+6.8%
+373.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -5.9% | -1.0% |
| 7D | -8.2% | +0.3% | -8.5% | -8.2% |
| 30D | -4.9% | -17.3% | +12.4% | -3.0% |
| 3M | -6.2% | -3.6% | -2.7% | -6.2% |
| 6M | +60.0% | +2.9% | +57.1% | +58.0% |
| YTD | +51.5% | +70.2% | -18.7% | +39.8% |
| 1Y | +58.4% | +66.5% | -8.1% | +46.3% |
| 3Y | +617.2% | -8.2% | +625.4% | +595.6% |
| 5Y | +47.0% | -1.5% | +48.5% | +39.9% |
| All | +380.7% | +6.8% | +373.9% | +391.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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