-14.4%
SMR vs GH
+136.6%
-151.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -1.0% | -14.6% | -15.4% |
| 7D | -11.2% | -2.5% | -8.7% | -10.6% |
| 30D | -10.2% | -4.7% | -5.5% | -9.1% |
| 3M | -10.0% | +20.2% | -30.3% | -14.6% |
| 6M | -30.5% | +78.8% | -109.2% | -40.8% |
| YTD | -39.2% | +54.1% | -93.3% | -46.3% |
| 1Y | -75.5% | +177.1% | -252.6% | -81.6% |
| 3Y | +45.4% | +371.6% | -326.2% | -8.7% |
| All | -14.4% | +136.6% | -151.0% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling