-53.7%
SMR vs GH
+128.1%
-181.7%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.8% |
| 7D | -8.3% | +0.6% | -8.8% | -8.3% |
| 30D | -20.1% | -6.9% | -13.1% | -18.2% |
| 3M | -52.7% | -4.9% | -47.8% | -52.0% |
| 6M | -61.0% | +54.1% | -115.1% | -65.4% |
| YTD | -67.1% | +48.5% | -115.6% | -70.6% |
| 1Y | -79.9% | +61.2% | -141.0% | -82.3% |
| 3Y | +101.7% | +570.3% | -468.6% | +23.3% |
| All | -53.7% | +128.1% | -181.7% | -71.5% |
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