+196.3%
SE vs GH
+355.8%
-159.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +0.6% | -2.1% | +2.7% | +0.9% |
| 30D | -0.1% | -4.5% | +4.4% | +0.4% |
| 3M | +34.1% | +28.9% | +5.2% | +29.5% |
| 6M | +23.2% | +76.5% | -53.3% | +14.1% |
| YTD | -11.2% | +57.6% | -68.8% | -16.8% |
| 1Y | -40.5% | +167.5% | -208.1% | -48.0% |
| 3Y | +196.3% | +377.4% | -181.1% | +179.4% |
| All | +196.3% | +355.8% | -159.5% | +179.4% |
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