+401.3%
GH vs SM
+24.9%
+376.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.5% | +2.7% | +0.5% |
| 7D | -0.1% | +0.1% | -0.1% | -0.1% |
| 30D | -1.1% | +26.3% | -27.4% | -3.8% |
| 3M | +21.3% | +8.7% | +12.6% | +19.6% |
| 6M | +73.5% | +51.7% | +21.8% | +63.4% |
| YTD | +58.0% | +99.0% | -41.0% | +43.6% |
| 1Y | +163.1% | +34.6% | +128.5% | +149.4% |
| 3Y | +361.0% | -7.8% | +368.8% | +347.8% |
| 5Y | +22.5% | +104.8% | -82.2% | +9.1% |
| All | +401.3% | +24.9% | +376.4% | +405.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling