+312.6%
GH vs SN
+496.6%
-184.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -2.1% | +0.1% | -2.2% | -2.1% |
| 30D | -4.5% | -5.6% | +1.1% | -3.4% |
| 3M | +28.9% | +48.1% | -19.2% | +16.7% |
| 6M | +76.5% | +57.6% | +18.9% | +56.8% |
| YTD | +57.6% | +56.5% | +1.1% | +40.3% |
| 1Y | +167.5% | +52.6% | +115.0% | +139.5% |
| 3Y | +377.4% | +412.0% | -34.6% | +272.8% |
| All | +312.6% | +496.6% | -184.1% | +220.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling