+24.2%
GH vs STT
+153.4%
-129.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.1% |
| 7D | -0.1% | +0.5% | -0.5% | -0.4% |
| 30D | -1.1% | +3.9% | -4.9% | -3.7% |
| 3M | +21.3% | +20.0% | +1.4% | +7.6% |
| 6M | +73.5% | +55.3% | +18.2% | +30.4% |
| YTD | +58.0% | +53.3% | +4.7% | +19.5% |
| 1Y | +163.1% | +74.7% | +88.4% | +81.6% |
| 3Y | +361.0% | +205.8% | +155.2% | +118.1% |
| All | +24.2% | +153.4% | -129.3% | -34.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling