+22.0%
AA vs GH
+481.7%
-459.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.2% |
| 7D | -0.7% | -0.1% | -0.6% | -0.7% |
| 30D | +5.0% | -1.1% | +6.1% | +5.2% |
| 3M | -35.8% | +21.3% | -57.1% | -38.4% |
| 6M | -18.4% | +73.5% | -91.9% | -27.1% |
| YTD | -5.5% | +58.0% | -63.5% | -14.3% |
| 1Y | +61.0% | +163.1% | -102.1% | +31.4% |
| 3Y | +66.2% | +361.0% | -294.8% | +15.8% |
| 5Y | +11.4% | +22.5% | -11.2% | -13.3% |
| All | +22.0% | +481.7% | -459.7% | -26.2% |
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