+388.8%
GH vs AMCR
+29.3%
+359.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.5% | -0.3% |
| 7D | -2.5% | -6.3% | +3.8% | +0.3% |
| 30D | -4.7% | -7.8% | +3.1% | -1.3% |
| 3M | +20.2% | +7.5% | +12.7% | +15.9% |
| 6M | +78.8% | +2.7% | +76.1% | +75.3% |
| YTD | +54.1% | +6.0% | +48.0% | +47.6% |
| 1Y | +177.1% | +7.8% | +169.3% | +161.6% |
| 3Y | +371.6% | +5.8% | +365.8% | +337.9% |
| 5Y | +21.9% | -11.6% | +33.5% | +24.2% |
| All | +388.8% | +29.3% | +359.4% | +321.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 10y: compounded portfolio wealth divided by compounded AMCR 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…
10y analysis · Full analysis span regression · 6 months rolling