+387.8%
GH vs SSNC
+47.5%
+340.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.9% |
| 7D | -0.2% | -3.9% | +3.7% | +2.0% |
| 30D | -2.6% | -0.2% | -2.5% | -2.9% |
| 3M | +25.1% | +15.9% | +9.2% | +11.4% |
| 6M | +78.5% | +7.5% | +71.0% | +68.0% |
| YTD | +59.4% | -8.2% | +67.6% | +68.7% |
| 1Y | +173.9% | -9.3% | +183.2% | +191.9% |
| All | +387.8% | +47.5% | +340.3% | +188.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling