+58.4%
GH vs SM
+72.9%
-14.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.6% | -5.9% | -0.3% |
| 7D | -8.2% | +0.3% | -8.5% | -8.1% |
| 30D | -4.9% | -17.3% | +12.4% | -5.2% |
| 3M | -6.2% | -3.6% | -2.7% | -5.2% |
| 6M | +60.0% | +2.9% | +57.1% | +65.0% |
| YTD | +51.5% | +70.2% | -18.7% | +61.5% |
| 1Y | +58.4% | +66.5% | -8.1% | +69.8% |
| All | +58.4% | +72.9% | -14.5% | +69.8% |
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 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