+393.9%
GH vs SM
+30.8%
+363.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.8% | -2.4% |
| 7D | -1.2% | +2.1% | -3.4% | -1.5% |
| 30D | -3.7% | +18.1% | -21.8% | -5.5% |
| 3M | +21.7% | +17.0% | +4.7% | +19.0% |
| 6M | +75.7% | +55.4% | +20.3% | +65.1% |
| YTD | +55.7% | +108.6% | -52.9% | +40.7% |
| 1Y | +181.1% | +45.7% | +135.5% | +164.2% |
| 3Y | +371.6% | -0.3% | +371.9% | +354.0% |
| 5Y | +23.2% | +113.0% | -89.8% | +9.1% |
| All | +393.9% | +30.8% | +363.0% | +394.8% |
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