+181.2%
SO vs GH
+486.6%
-305.4%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -2.5% | -2.6% | +0.2% | -2.4% |
| 3M | -4.2% | +25.1% | -29.3% | -5.2% |
| 6M | -7.7% | +78.5% | -86.1% | -10.1% |
| YTD | +3.8% | +59.4% | -55.6% | +1.4% |
| 1Y | +0.1% | +173.9% | -173.8% | -4.7% |
| 3Y | +44.2% | +382.7% | -338.5% | +31.0% |
| 5Y | +57.9% | +24.4% | +33.5% | +52.3% |
| All | +181.2% | +486.6% | -305.4% | +153.0% |
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 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