-12.4%
GFS vs AHR
+360.2%
-372.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.5% | -0.5% | 0.0% |
| 7D | +3.2% | -3.0% | +6.3% | +3.1% |
| 30D | -9.6% | +2.6% | -12.2% | -9.5% |
| 3M | -38.5% | +16.0% | -54.5% | -38.6% |
| 6M | -1.3% | +3.1% | -4.4% | -1.1% |
| YTD | +31.8% | +16.0% | +15.8% | +31.6% |
| 1Y | +44.6% | +28.0% | +16.6% | +43.7% |
| All | -12.4% | +360.2% | -372.6% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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