+399.9%
GH vs AMCR
+31.4%
+368.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.5% |
| 7D | -2.1% | -1.8% | -0.2% | -1.3% |
| 30D | -4.5% | -6.0% | +1.6% | -1.8% |
| 3M | +28.9% | +18.9% | +10.0% | +18.8% |
| 6M | +76.5% | +5.7% | +70.9% | +70.9% |
| YTD | +57.6% | +11.1% | +46.5% | +47.9% |
| 1Y | +167.5% | +12.7% | +154.8% | +147.6% |
| 3Y | +377.4% | +9.6% | +367.8% | +336.4% |
| 5Y | +23.8% | -10.3% | +34.2% | +25.5% |
| All | +399.9% | +31.4% | +368.5% | +328.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling