+0.3%
AG vs GH
+45.9%
-45.6%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.0% | -0.4% | -2.0% |
| 7D | -10.0% | +0.6% | -10.5% | -10.0% |
| 30D | -10.5% | -6.9% | -3.6% | -9.4% |
| 3M | -27.3% | -4.9% | -22.3% | -26.8% |
| 6M | -43.0% | +54.1% | -97.0% | -47.8% |
| YTD | -17.9% | +48.5% | -66.4% | -24.7% |
| 1Y | +11.9% | +61.2% | -49.2% | +1.0% |
| 3Y | +201.8% | +570.3% | -368.5% | +102.7% |
| All | +0.3% | +45.9% | -45.6% | -18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling