-43.6%
SE vs GH
+170.3%
-213.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -4.2% |
| 7D | -3.6% | -0.2% | -3.5% | -3.6% |
| 30D | -5.3% | -2.6% | -2.7% | -5.0% |
| 3M | +28.1% | +25.1% | +3.0% | +23.9% |
| 6M | +20.7% | +78.5% | -57.8% | +11.9% |
| YTD | -14.8% | +59.4% | -74.2% | -20.4% |
| 1Y | -43.6% | +173.9% | -217.4% | -47.2% |
| All | -43.6% | +170.3% | -213.8% | -47.2% |
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