+317.2%
GH vs SN
+476.8%
-159.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.3% | +4.4% | +1.9% |
| 7D | -0.2% | -3.4% | +3.2% | +0.6% |
| 30D | -2.6% | -9.1% | +6.4% | -0.8% |
| 3M | +25.1% | +31.8% | -6.7% | +16.4% |
| 6M | +78.5% | +52.0% | +26.5% | +59.9% |
| YTD | +59.4% | +51.3% | +8.1% | +43.0% |
| 1Y | +173.9% | +46.9% | +127.0% | +147.3% |
| 3Y | +382.7% | +394.9% | -12.2% | +279.8% |
| All | +317.2% | +476.8% | -159.6% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling