+134.1%
SU vs GH
+486.6%
-352.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.6% |
| 7D | +1.6% | -0.2% | +1.7% | +1.6% |
| 30D | +10.7% | -2.6% | +13.4% | +10.9% |
| 3M | +13.5% | +25.1% | -11.6% | +11.5% |
| 6M | +21.8% | +78.5% | -56.7% | +16.3% |
| YTD | +58.8% | +59.4% | -0.5% | +52.6% |
| 1Y | +72.0% | +173.9% | -101.8% | +57.8% |
| 3Y | +121.7% | +382.7% | -261.0% | +89.7% |
| 5Y | +350.4% | +24.4% | +326.0% | +315.2% |
| All | +134.1% | +486.6% | -352.5% | +81.4% |
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