+58.7%
SO vs GH
+22.3%
+36.4%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +1.0% | -2.1% | +3.1% | +1.0% |
| 30D | -3.2% | -4.5% | +1.3% | -3.2% |
| 3M | -1.7% | +28.9% | -30.6% | -2.1% |
| 6M | -7.2% | +76.5% | -83.7% | -8.1% |
| YTD | +4.6% | +57.6% | -53.0% | +3.7% |
| 1Y | +1.2% | +167.5% | -166.3% | -0.5% |
| 3Y | +45.3% | +377.4% | -332.1% | +39.5% |
| 5Y | +58.7% | +23.8% | +34.9% | +50.0% |
| All | +58.7% | +22.3% | +36.4% | +50.0% |
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 2021-09-08 to 2026-09-08: 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling