+399.9%
GH vs AGI
+725.2%
-325.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.1% |
| 7D | -2.1% | +4.4% | -6.5% | -2.6% |
| 30D | -4.5% | +10.0% | -14.4% | -5.6% |
| 3M | +28.9% | +1.7% | +27.2% | +28.1% |
| 6M | +76.5% | -26.8% | +103.3% | +81.5% |
| YTD | +57.6% | -5.3% | +62.9% | +56.5% |
| 1Y | +167.5% | +11.5% | +156.1% | +160.1% |
| 3Y | +377.4% | +212.9% | +164.5% | +313.0% |
| 5Y | +23.8% | +388.8% | -364.9% | +3.1% |
| All | +399.9% | +725.2% | -325.2% | +358.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling