-18.6%
GFS vs AHR
+401.6%
-420.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.6% |
| 7D | +17.2% | +4.6% | +12.6% | +17.4% |
| 30D | -8.7% | +11.6% | -20.4% | -8.4% |
| 3M | -19.7% | +12.0% | -31.7% | -19.4% |
| 6M | -40.7% | +15.0% | -55.7% | -40.3% |
| YTD | +22.5% | +26.5% | -4.0% | +22.7% |
| 1Y | +25.2% | +25.0% | +0.2% | +25.4% |
| All | -18.6% | +401.6% | -420.1% | -16.1% |
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