+33.4%
AG vs GH
+80.5%
-47.1%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | -3.7% | +12.8% | +10.2% |
| 7D | -2.6% | -7.7% | +5.1% | -0.3% |
| 30D | -12.1% | -10.0% | -2.2% | -9.6% |
| 3M | -6.6% | +5.5% | -12.1% | -8.7% |
| 6M | -20.5% | +84.9% | -105.4% | -34.9% |
| YTD | -7.4% | +65.0% | -72.5% | -23.9% |
| 1Y | +33.4% | +71.8% | -38.4% | +6.6% |
| All | +33.4% | +80.5% | -47.1% | +6.6% |
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