+12.4%
AA vs GH
+24.4%
-12.1%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -0.6% | -0.2% | -0.5% | -0.6% |
| 30D | -1.6% | -2.6% | +1.1% | -1.1% |
| 3M | -29.8% | +25.1% | -54.9% | -33.5% |
| 6M | -16.6% | +78.5% | -95.1% | -27.4% |
| YTD | -4.0% | +59.4% | -63.4% | -14.7% |
| 1Y | +63.5% | +173.9% | -110.3% | +27.3% |
| 3Y | +86.8% | +382.7% | -296.0% | +19.5% |
| 5Y | +12.4% | +24.4% | -12.0% | -27.3% |
| All | +12.4% | +24.4% | -12.1% | -27.3% |
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