+47.3%
GH vs SM
-13.5%
+60.8%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.7% | +8.0% | +5.8% |
| 7D | -7.0% | -22.3% | +15.3% | -2.1% |
| 30D | -5.2% | -21.4% | +16.2% | -0.5% |
| 3M | -5.8% | +1.4% | -7.1% | -6.9% |
| 6M | +65.9% | +0.1% | +65.8% | +62.5% |
| YTD | +55.5% | +59.0% | -3.5% | +32.9% |
| 1Y | +64.2% | +64.3% | -0.2% | +38.5% |
| 3Y | +606.0% | -13.1% | +619.2% | +556.6% |
| 5Y | +47.3% | -13.9% | +61.2% | +38.4% |
| All | +47.3% | -13.5% | +60.8% | +38.4% |
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 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