+388.8%
GH vs SNY
+34.6%
+354.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.2% | -1.1% |
| 7D | -2.5% | -3.3% | +0.8% | -1.3% |
| 30D | -4.7% | -2.2% | -2.5% | -4.0% |
| 3M | +20.2% | -3.0% | +23.3% | +21.1% |
| 6M | +78.8% | +2.7% | +76.0% | +76.7% |
| YTD | +54.1% | -6.8% | +60.9% | +57.7% |
| 1Y | +177.1% | -5.3% | +182.3% | +180.4% |
| 3Y | +371.6% | -9.8% | +381.4% | +372.2% |
| 5Y | +21.9% | +9.7% | +12.2% | +8.4% |
| All | +388.8% | +34.6% | +354.2% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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