+199.4%
SPYM vs GH
+467.1%
-267.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.0% | +1.6% | +0.7% |
| 7D | -1.0% | -2.5% | +1.4% | -0.8% |
| 30D | -1.3% | -4.7% | +3.3% | -0.9% |
| 3M | +3.6% | +20.2% | -16.6% | +1.1% |
| 6M | +13.3% | +78.8% | -65.5% | +5.1% |
| YTD | +12.4% | +54.1% | -41.7% | +5.8% |
| 1Y | +17.3% | +177.1% | -159.8% | +2.4% |
| 3Y | +76.8% | +371.6% | -294.9% | +38.9% |
| 5Y | +83.6% | +21.9% | +61.7% | +60.4% |
| All | +199.4% | +467.1% | -267.8% | +115.3% |
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