-2.7%
AA vs GH
+446.7%
-449.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.0% | +0.3% | -1.4% |
| 7D | +0.5% | +0.6% | 0.0% | +0.4% |
| 30D | -0.6% | -6.9% | +6.3% | +0.5% |
| 3M | -19.7% | -4.9% | -14.7% | -19.2% |
| 6M | -41.6% | +54.1% | -95.6% | -46.6% |
| YTD | -24.6% | +48.5% | -73.2% | -31.2% |
| 1Y | +4.9% | +61.2% | -56.3% | -5.7% |
| 3Y | +66.8% | +570.3% | -503.5% | +8.9% |
| 5Y | -19.4% | +46.1% | -65.6% | -38.3% |
| All | -2.7% | +446.7% | -449.4% | -40.7% |
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