+304.8%
SPMO vs GH
+467.1%
-162.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.6% | +0.6% |
| 7D | -0.9% | -2.5% | +1.6% | -0.7% |
| 30D | -1.9% | -4.7% | +2.8% | -1.4% |
| 3M | -1.4% | +20.2% | -21.6% | -3.8% |
| 6M | +25.5% | +78.8% | -53.3% | +16.3% |
| YTD | +24.8% | +54.1% | -29.2% | +17.4% |
| 1Y | +24.5% | +177.1% | -152.6% | +8.4% |
| 3Y | +157.1% | +371.6% | -214.5% | +101.5% |
| 5Y | +149.5% | +21.9% | +127.6% | +120.9% |
| All | +304.8% | +467.1% | -162.4% | +176.6% |
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