+388.8%
GH vs SSNC
+59.5%
+329.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -2.3% |
| 7D | -2.5% | -4.0% | +1.5% | +0.4% |
| 30D | -4.7% | +0.5% | -5.2% | -5.5% |
| 3M | +20.2% | +18.9% | +1.3% | +3.1% |
| 6M | +78.8% | +10.8% | +67.9% | +61.3% |
| YTD | +54.1% | -7.1% | +61.2% | +57.9% |
| 1Y | +177.1% | -9.6% | +186.7% | +188.6% |
| 3Y | +371.6% | +51.1% | +320.6% | +227.1% |
| 5Y | +21.9% | +19.7% | +2.3% | +2.1% |
| All | +388.8% | +59.5% | +329.3% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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