+774.3%
SE vs GH
+481.7%
+292.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -2.5% | -1.1% | -1.4% | -2.4% |
| 3M | +21.7% | +21.3% | +0.4% | +13.5% |
| 6M | +27.0% | +73.5% | -46.5% | +4.4% |
| YTD | -12.1% | +58.0% | -70.2% | -26.1% |
| 1Y | -40.9% | +163.1% | -204.0% | -59.0% |
| 3Y | +191.0% | +361.0% | -170.0% | +45.6% |
| 5Y | -68.3% | +22.5% | -90.8% | -77.7% |
| All | +774.3% | +481.7% | +292.7% | +374.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling