+405.5%
GH vs STT
+184.1%
+221.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.2% | +1.0% | -1.1% | -0.6% |
| 30D | -2.6% | +2.8% | -5.4% | -4.0% |
| 3M | +25.1% | +18.1% | +7.0% | +15.6% |
| 6M | +78.5% | +59.2% | +19.3% | +44.2% |
| YTD | +59.4% | +51.5% | +7.9% | +31.5% |
| 1Y | +173.9% | +75.7% | +98.2% | +110.6% |
| 3Y | +382.7% | +200.8% | +182.0% | +193.2% |
| 5Y | +24.4% | +155.8% | -131.4% | -21.3% |
| All | +405.5% | +184.1% | +221.4% | +261.9% |
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