+59.8%
SAP vs GH
+379.5%
-319.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -0.9% |
| 7D | -2.9% | -0.1% | -2.8% | -2.9% |
| 30D | +9.0% | -1.1% | +10.1% | +9.0% |
| 3M | +14.9% | +21.3% | -6.4% | +12.9% |
| 6M | +11.9% | +73.5% | -61.6% | +6.5% |
| YTD | -9.9% | +58.0% | -67.9% | -13.9% |
| 1Y | -19.5% | +163.1% | -182.6% | -26.4% |
| All | +59.8% | +379.5% | -319.8% | +39.5% |
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