+23.8%
GH vs SM
+111.2%
-87.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.6% | -3.9% | -1.0% |
| 7D | -2.1% | -0.2% | -1.9% | -2.1% |
| 30D | -4.5% | +31.5% | -36.0% | -9.8% |
| 3M | +28.9% | +17.3% | +11.6% | +23.8% |
| 6M | +76.5% | +48.5% | +28.0% | +58.7% |
| YTD | +57.6% | +106.3% | -48.7% | +30.2% |
| 1Y | +167.5% | +47.3% | +120.2% | +137.8% |
| 3Y | +377.4% | -1.4% | +378.8% | +341.7% |
| 5Y | +23.8% | +114.0% | -90.2% | +21.2% |
| All | +23.8% | +111.2% | -87.4% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling