+382.5%
GH vs STT
+155.5%
+227.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.4% |
| 7D | -11.2% | +1.1% | -12.4% | -11.6% |
| 30D | -7.2% | -1.9% | -5.3% | -6.3% |
| 3M | -7.1% | -7.6% | +0.5% | -4.1% |
| 6M | +62.3% | +16.0% | +46.3% | +51.2% |
| YTD | +52.1% | +36.2% | +15.9% | +31.4% |
| 1Y | +58.6% | +46.8% | +11.9% | +32.4% |
| 3Y | +619.9% | +177.8% | +442.1% | +352.7% |
| 5Y | +49.7% | +105.8% | -56.1% | +2.6% |
| All | +382.5% | +155.5% | +227.0% | +261.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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