+22.7%
SYY vs GH
+21.3%
+1.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.0% |
| 7D | +1.5% | -1.2% | +2.8% | +1.6% |
| 30D | -2.3% | -3.7% | +1.4% | -2.1% |
| 3M | +5.5% | +21.7% | -16.2% | +4.2% |
| 6M | -1.0% | +75.7% | -76.7% | -4.3% |
| YTD | +14.1% | +55.7% | -41.6% | +10.8% |
| 1Y | +5.6% | +181.1% | -175.6% | -1.2% |
| 3Y | +27.9% | +371.6% | -343.7% | +12.9% |
| 5Y | +22.7% | +23.2% | -0.5% | +4.3% |
| All | +22.7% | +21.3% | +1.4% | +4.3% |
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 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