+257.5%
AG vs GH
+473.1%
-215.6%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.5% |
| 7D | -5.8% | -1.2% | -4.5% | -5.6% |
| 30D | +6.4% | -3.7% | +10.0% | +6.9% |
| 3M | +28.4% | +21.7% | +6.7% | +24.5% |
| 6M | -24.5% | +75.7% | -100.2% | -30.6% |
| YTD | +21.2% | +55.7% | -34.5% | +12.9% |
| 1Y | +114.1% | +181.1% | -67.0% | +83.2% |
| 3Y | +268.0% | +371.6% | -103.6% | +183.4% |
| 5Y | +67.3% | +23.2% | +44.1% | +39.8% |
| All | +257.5% | +473.1% | -215.6% | +184.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling