-48.8%
SE vs GH
+80.5%
-129.3%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -3.7% | +8.1% | +5.1% |
| 7D | +6.7% | -7.7% | +14.3% | +8.1% |
| 30D | -17.2% | -10.0% | -7.2% | -15.8% |
| 3M | -28.0% | +5.5% | -33.5% | -29.3% |
| 6M | -6.1% | +84.9% | -91.0% | -17.4% |
| YTD | -37.1% | +65.0% | -102.2% | -44.5% |
| 1Y | -48.8% | +71.8% | -120.5% | -55.5% |
| All | -48.8% | +80.5% | -129.3% | -55.5% |
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 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