+405.5%
GH vs SSNC
+57.6%
+347.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.1% |
| 7D | -0.2% | -3.9% | +3.7% | +2.6% |
| 30D | -2.6% | -0.2% | -2.5% | -3.0% |
| 3M | +25.1% | +15.9% | +9.2% | +9.3% |
| 6M | +78.5% | +7.5% | +71.0% | +64.9% |
| YTD | +59.4% | -8.2% | +67.6% | +64.8% |
| 1Y | +173.9% | -9.3% | +183.2% | +184.4% |
| 3Y | +382.7% | +48.5% | +334.3% | +239.3% |
| 5Y | +24.4% | +16.0% | +8.4% | +6.4% |
| All | +405.5% | +57.6% | +347.9% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling