+264.1%
AG vs GH
+367.9%
-103.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.3% | -2.6% | -4.4% |
| 7D | -5.8% | -1.2% | -4.5% | -5.5% |
| 30D | +6.4% | -3.7% | +10.0% | +7.2% |
| 3M | +28.4% | +21.7% | +6.7% | +22.9% |
| 6M | -24.5% | +75.7% | -100.2% | -33.1% |
| YTD | +21.2% | +55.7% | -34.5% | +9.5% |
| 1Y | +114.1% | +181.1% | -67.0% | +72.1% |
| All | +264.1% | +367.9% | -103.8% | +170.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling