+61.2%
GH vs SM
+84.2%
-23.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +0.6% | +9.4% | -8.8% | +0.7% |
| 30D | -6.9% | -14.4% | +7.4% | -7.2% |
| 3M | -4.9% | +1.6% | -6.5% | -3.8% |
| 6M | +54.1% | +6.3% | +47.7% | +58.9% |
| YTD | +48.5% | +78.8% | -30.3% | +58.6% |
| 1Y | +61.2% | +83.1% | -22.0% | +74.4% |
| All | +61.2% | +84.2% | -23.1% | +74.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling