+324.2%
SMH vs GH
+21.3%
+302.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.3% | -0.1% | -2.0% |
| 7D | +1.4% | -1.2% | +2.6% | +1.6% |
| 30D | -2.2% | -3.7% | +1.5% | -1.6% |
| 3M | -1.9% | +21.7% | -23.5% | -6.1% |
| 6M | +41.0% | +75.7% | -34.7% | +24.8% |
| YTD | +55.6% | +55.7% | -0.1% | +40.5% |
| 1Y | +86.8% | +181.1% | -94.3% | +48.3% |
| 3Y | +277.7% | +371.6% | -94.0% | +154.8% |
| 5Y | +324.2% | +23.2% | +301.0% | +229.2% |
| All | +324.2% | +21.3% | +302.9% | +229.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling