+82.6%
SPYM vs GH
+21.3%
+61.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | -0.4% |
| 7D | -2.0% | -1.2% | -0.7% | -1.9% |
| 30D | -1.6% | -3.7% | +2.0% | -1.3% |
| 3M | +4.7% | +21.7% | -16.9% | +2.3% |
| 6M | +12.6% | +75.7% | -63.2% | +5.2% |
| YTD | +11.8% | +55.7% | -43.9% | +5.6% |
| 1Y | +17.5% | +181.1% | -163.6% | +3.4% |
| 3Y | +77.0% | +371.6% | -294.7% | +41.6% |
| 5Y | +82.6% | +23.2% | +59.4% | +52.0% |
| All | +82.6% | +21.3% | +61.3% | +52.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling