+310.7%
SPMO vs GH
+480.1%
-169.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.5% |
| 7D | +3.4% | -2.1% | +5.5% | +3.6% |
| 30D | +0.5% | -4.5% | +5.0% | +1.0% |
| 3M | +1.9% | +28.9% | -27.0% | -1.5% |
| 6M | +27.8% | +76.5% | -48.7% | +18.6% |
| YTD | +26.7% | +57.6% | -31.0% | +18.8% |
| 1Y | +28.9% | +167.5% | -138.6% | +12.7% |
| 3Y | +160.7% | +377.4% | -216.7% | +104.0% |
| 5Y | +150.2% | +23.8% | +126.4% | +121.2% |
| All | +310.7% | +480.1% | -169.5% | +179.9% |
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