-13.8%
GFS vs AHR
+365.8%
-379.6%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +1.5% |
| 7D | +1.0% | -1.5% | +2.5% | +1.0% |
| 30D | -8.6% | -1.4% | -7.2% | -8.6% |
| 3M | -46.5% | +18.6% | -65.1% | -46.7% |
| 6M | -4.8% | +6.6% | -11.4% | -4.7% |
| YTD | +29.7% | +17.5% | +12.2% | +29.5% |
| 1Y | +35.8% | +30.9% | +5.0% | +35.1% |
| All | -13.8% | +365.8% | -379.6% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling