+378.7%
GH vs SM
-6.2%
+384.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.6% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -1.1% | +26.3% | -27.4% | -4.2% |
| 3M | +21.3% | +8.7% | +12.6% | +19.9% |
| 6M | +73.5% | +51.7% | +21.8% | +60.2% |
| YTD | +58.0% | +99.0% | -41.0% | +37.6% |
| 1Y | +163.1% | +34.6% | +128.5% | +148.7% |
| All | +378.7% | -6.2% | +384.8% | +317.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling