-95.5%
SNDQ vs GH
+79.6%
-175.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -2.3% | +10.3% | +7.0% |
| 7D | -20.4% | -1.2% | -19.1% | -20.7% |
| 30D | -54.5% | -3.7% | -50.8% | -55.3% |
| 3M | -79.1% | +21.7% | -100.7% | -76.5% |
| All | -95.5% | +79.6% | -175.1% | -94.3% |
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 · Available span rolling