+443.9%
GH vs SN
+397.9%
+45.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.7% | -4.3% | -2.4% |
| 7D | -15.6% | +7.2% | -22.8% | -17.4% |
| 30D | -10.4% | +20.4% | -30.8% | -15.2% |
| 3M | -4.3% | +23.9% | -28.2% | -10.7% |
| 6M | +63.5% | +93.0% | -29.5% | +32.3% |
| YTD | +47.7% | +99.2% | -51.5% | +17.8% |
| 1Y | +56.7% | +142.6% | -85.9% | +17.7% |
| 3Y | +443.9% | +398.8% | +45.1% | +165.2% |
| All | +443.9% | +397.9% | +45.9% | +165.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling