+371.1%
GH vs SM
+12.2%
+359.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +0.6% | +9.4% | -8.8% | -0.5% |
| 30D | -6.9% | -14.4% | +7.4% | -5.4% |
| 3M | -4.9% | +1.6% | -6.5% | -5.4% |
| 6M | +54.1% | +6.3% | +47.7% | +51.5% |
| YTD | +48.5% | +78.8% | -30.3% | +36.2% |
| 1Y | +61.2% | +83.1% | -22.0% | +47.2% |
| 3Y | +570.3% | -5.9% | +576.3% | +548.1% |
| 5Y | +46.1% | +4.8% | +41.3% | +38.1% |
| All | +371.1% | +12.2% | +359.0% | +378.9% |
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