+75.1%
SAP vs GH
+431.6%
-356.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.7% | -2.5% | -4.0% |
| 7D | -0.7% | -15.6% | +15.0% | +0.4% |
| 30D | +11.1% | -10.4% | +21.5% | +11.8% |
| 3M | +17.0% | -4.3% | +21.3% | +17.0% |
| 6M | +34.8% | +63.5% | -28.7% | +28.8% |
| YTD | -2.2% | +47.7% | -49.9% | -6.2% |
| 1Y | -6.4% | +56.7% | -63.2% | -10.7% |
| 3Y | +75.1% | +443.9% | -368.7% | +52.4% |
| All | +75.1% | +431.6% | -356.5% | +52.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling