+180.5%
SO vs GH
+481.7%
-301.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -1.0% | -0.8% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | -4.6% | -1.1% | -3.5% | -4.6% |
| 3M | -3.0% | +21.3% | -24.3% | -3.9% |
| 6M | -8.3% | +73.5% | -81.8% | -10.6% |
| YTD | +3.5% | +58.0% | -54.5% | +1.2% |
| 1Y | -0.9% | +163.1% | -164.0% | -5.5% |
| 3Y | +45.4% | +361.0% | -315.7% | +32.4% |
| 5Y | +59.6% | +22.5% | +37.1% | +54.1% |
| All | +180.5% | +481.7% | -301.2% | +152.4% |
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 · 6 months rolling