-73.1%
SMR vs GH
+169.0%
-242.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | +4.4% | -0.1% | +4.5% | +4.4% |
| 30D | +3.4% | -1.1% | +4.5% | +3.5% |
| 3M | -19.2% | +21.3% | -40.5% | -24.1% |
| 6M | -22.6% | +73.5% | -96.2% | -35.4% |
| YTD | -31.5% | +58.0% | -89.6% | -41.6% |
| 1Y | -73.1% | +163.1% | -236.1% | -75.2% |
| All | -73.1% | +169.0% | -242.1% | -75.2% |
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