+63.5%
SW vs GH
+507.5%
-444.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.7% | +7.7% | +4.2% |
| 7D | +12.1% | -7.7% | +19.7% | +12.4% |
| 30D | +6.6% | -10.0% | +16.5% | +7.0% |
| 3M | -6.0% | +5.5% | -11.5% | -6.4% |
| 6M | +21.5% | +84.9% | -63.4% | +17.8% |
| YTD | +20.3% | +65.0% | -44.7% | +17.0% |
| 1Y | +28.1% | +71.8% | -43.6% | +24.4% |
| 3Y | +51.6% | +488.0% | -436.4% | +38.5% |
| 5Y | -0.1% | +46.8% | -47.0% | -10.0% |
| All | +63.5% | +507.5% | -444.0% | +42.6% |
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