+35.8%
SYY vs GH
+480.1%
-444.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.8% | -2.1% | -0.7% | -2.6% |
| 30D | -5.3% | -4.5% | -0.8% | -5.0% |
| 3M | +5.1% | +28.9% | -23.8% | +2.9% |
| 6M | -5.0% | +76.5% | -81.5% | -9.4% |
| YTD | +10.7% | +57.6% | -46.9% | +6.3% |
| 1Y | +0.7% | +167.5% | -166.9% | -7.6% |
| 3Y | +24.0% | +377.4% | -353.4% | +5.1% |
| 5Y | +19.3% | +23.8% | -4.6% | +9.3% |
| All | +35.8% | +480.1% | -444.4% | +6.1% |
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