+71.8%
GH vs AR
+14.7%
+57.1%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.3% | +2.6% | -3.9% |
| 7D | -7.7% | -11.1% | +3.4% | -8.2% |
| 30D | -10.0% | +7.9% | -17.9% | -9.3% |
| 3M | +5.5% | +4.9% | +0.6% | +6.5% |
| 6M | +84.9% | -5.3% | +90.2% | +85.8% |
| YTD | +65.0% | +8.6% | +56.4% | +64.8% |
| 1Y | +71.8% | +13.7% | +58.1% | +70.0% |
| All | +71.8% | +14.7% | +57.1% | +70.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling