+173.9%
GH vs SM
+46.0%
+127.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +1.2% |
| 7D | -0.2% | -0.2% | +0.1% | -0.2% |
| 30D | -2.6% | +20.3% | -22.9% | -0.9% |
| 3M | +25.1% | +22.9% | +2.2% | +29.0% |
| 6M | +78.5% | +47.8% | +30.7% | +88.3% |
| YTD | +59.4% | +107.5% | -48.1% | +74.5% |
| 1Y | +173.9% | +51.7% | +122.1% | +190.3% |
| All | +173.9% | +46.0% | +127.8% | +190.3% |
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