+380.7%
GH vs AR
+106.4%
+274.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -8.2% | +2.1% | -10.3% | -8.4% |
| 30D | -4.9% | +4.5% | -9.4% | -5.5% |
| 3M | -6.2% | +1.0% | -7.2% | -6.5% |
| 6M | +60.0% | +4.4% | +55.6% | +58.4% |
| YTD | +51.5% | +10.9% | +40.7% | +48.0% |
| 1Y | +58.4% | +8.6% | +49.9% | +55.0% |
| 3Y | +617.2% | +48.5% | +568.7% | +565.2% |
| 5Y | +47.0% | +95.7% | -48.7% | +32.4% |
| All | +380.7% | +106.4% | +274.3% | +310.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling