+343.3%
AHR vs GPC
+3.0%
+340.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.8% |
| 7D | -2.1% | -3.2% | +1.1% | -1.7% |
| 30D | +1.9% | +0.5% | +1.4% | +1.8% |
| 3M | +15.7% | +31.7% | -16.1% | +12.5% |
| 6M | +2.5% | +24.7% | -22.2% | 0.0% |
| YTD | +15.0% | +11.8% | +3.2% | +12.3% |
| 1Y | +28.1% | -3.0% | +31.1% | +27.3% |
| All | +343.3% | +3.0% | +340.3% | +327.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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