+77.3%
SO vs GH
+43.1%
+34.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.2% | -3.9% | +1.3% |
| 7D | -1.1% | -7.0% | +5.9% | -1.0% |
| 30D | +8.6% | -5.2% | +13.8% | +8.6% |
| 3M | +1.8% | -5.8% | +7.5% | +1.8% |
| 6M | +3.6% | +65.9% | -62.3% | +2.7% |
| YTD | +9.9% | +55.5% | -45.5% | +9.0% |
| 1Y | +5.7% | +64.2% | -58.5% | +4.7% |
| 3Y | +52.5% | +606.0% | -553.6% | +45.2% |
| 5Y | +77.3% | +47.3% | +30.0% | +67.2% |
| All | +77.3% | +43.1% | +34.3% | +67.2% |
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