-5.5%
SAP vs GH
+58.5%
-64.1%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.4% |
| 7D | +1.5% | -11.2% | +12.7% | +2.0% |
| 30D | +8.8% | -7.2% | +16.1% | +9.0% |
| 3M | +12.1% | -7.1% | +19.2% | +12.0% |
| 6M | +34.6% | +62.3% | -27.8% | +26.7% |
| YTD | -2.1% | +52.1% | -54.2% | -9.4% |
| 1Y | -5.5% | +58.6% | -64.2% | -12.6% |
| All | -5.5% | +58.5% | -64.1% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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