+14.8%
SPYM vs GH
+80.5%
-65.7%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.7% | +5.3% | +1.9% |
| 7D | -0.7% | -7.7% | +7.0% | -0.1% |
| 30D | -1.1% | -10.0% | +8.9% | -0.4% |
| 3M | -0.3% | +5.5% | -5.8% | -1.0% |
| 6M | +7.3% | +84.9% | -77.6% | +0.6% |
| YTD | +13.4% | +65.0% | -51.7% | +6.6% |
| 1Y | +14.8% | +71.8% | -56.9% | +6.9% |
| All | +14.8% | +80.5% | -65.7% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling