+57.4%
AA vs GH
+172.3%
-114.9%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -2.3% | -2.5% | -4.6% |
| 7D | -5.4% | -1.2% | -4.1% | -5.3% |
| 30D | -10.7% | -3.7% | -7.0% | -10.4% |
| 3M | -26.2% | +21.7% | -47.8% | -27.4% |
| 6M | -20.9% | +75.7% | -96.7% | -24.7% |
| YTD | -8.6% | +55.7% | -64.3% | -11.9% |
| 1Y | +57.4% | +181.1% | -123.7% | +54.6% |
| All | +57.4% | +172.3% | -114.9% | +54.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling