-14.1%
GFS vs AHR
+364.8%
-378.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.3% |
| 7D | +2.6% | -3.4% | +6.1% | +2.6% |
| 30D | -16.4% | -3.8% | -12.6% | -16.4% |
| 3M | -41.6% | +20.1% | -61.6% | -41.8% |
| 6M | -3.7% | +7.1% | -10.8% | -3.6% |
| YTD | +29.3% | +17.2% | +12.1% | +29.1% |
| 1Y | +37.1% | +30.4% | +6.7% | +36.3% |
| All | -14.1% | +364.8% | -378.8% | -11.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling