+401.3%
GH vs STT
+187.6%
+213.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | +0.1% | +0.2% |
| 7D | -0.1% | +0.5% | -0.5% | -0.3% |
| 30D | -1.1% | +3.9% | -4.9% | -2.9% |
| 3M | +21.3% | +20.0% | +1.4% | +11.4% |
| 6M | +73.5% | +55.3% | +18.2% | +41.7% |
| YTD | +58.0% | +53.3% | +4.7% | +29.7% |
| 1Y | +163.1% | +74.7% | +88.4% | +102.8% |
| 3Y | +361.0% | +205.8% | +155.2% | +178.0% |
| 5Y | +22.5% | +145.0% | -122.5% | -21.7% |
| All | +401.3% | +187.6% | +213.6% | +257.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling