+235.3%
GH vs AMRZ
-19.2%
+254.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.5% | +1.2% |
| 7D | -0.2% | -4.7% | +4.5% | +0.1% |
| 30D | -2.6% | -11.3% | +8.6% | -2.0% |
| 3M | +25.1% | -22.1% | +47.2% | +26.9% |
| 6M | +78.5% | -29.6% | +108.1% | +79.9% |
| YTD | +59.4% | -23.3% | +82.7% | +63.4% |
| 1Y | +173.9% | -23.7% | +197.6% | +178.1% |
| All | +235.3% | -19.2% | +254.5% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 AMRZ 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