+61.2%
GH vs STT
+46.7%
+14.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -2.0% |
| 7D | +0.6% | +4.8% | -4.2% | -1.3% |
| 30D | -6.9% | +3.9% | -10.9% | -7.9% |
| 3M | -4.9% | -8.2% | +3.2% | -2.8% |
| 6M | +54.1% | +15.6% | +38.5% | +41.8% |
| YTD | +48.5% | +37.6% | +10.9% | +28.6% |
| 1Y | +61.2% | +50.1% | +11.0% | +43.0% |
| All | +61.2% | +46.7% | +14.5% | +43.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling