+376.6%
GH vs AGI
+204.0%
+172.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.6% |
| 7D | -1.2% | -5.3% | +4.0% | -0.2% |
| 30D | -3.7% | +6.8% | -10.4% | -5.2% |
| 3M | +21.7% | +8.3% | +13.4% | +18.7% |
| 6M | +75.7% | -29.2% | +105.0% | +86.1% |
| YTD | +55.7% | -7.3% | +63.0% | +53.0% |
| 1Y | +181.1% | +8.0% | +173.1% | +164.0% |
| All | +376.6% | +204.0% | +172.6% | +197.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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