+268.1%
AG vs GH
+480.1%
-212.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | +4.5% | -2.1% | +6.6% | +4.8% |
| 30D | +12.9% | -4.5% | +17.3% | +13.6% |
| 3M | +20.9% | +28.9% | -8.0% | +16.3% |
| 6M | -19.5% | +76.5% | -96.0% | -26.2% |
| YTD | +24.8% | +57.6% | -32.8% | +16.1% |
| 1Y | +120.2% | +167.5% | -47.3% | +89.6% |
| 3Y | +279.0% | +377.4% | -98.4% | +191.3% |
| 5Y | +67.9% | +23.8% | +44.1% | +40.1% |
| All | +268.1% | +480.1% | -212.0% | +192.3% |
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