+399.9%
GH vs AR
+111.1%
+288.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | -0.2% |
| 7D | -2.1% | -1.8% | -0.3% | -1.9% |
| 30D | -4.5% | +12.6% | -17.0% | -6.0% |
| 3M | +28.9% | +10.0% | +18.9% | +27.1% |
| 6M | +76.5% | +0.6% | +75.9% | +75.4% |
| YTD | +57.6% | +13.4% | +44.2% | +53.8% |
| 1Y | +167.5% | +21.7% | +145.8% | +157.4% |
| 3Y | +377.4% | +45.8% | +331.6% | +344.5% |
| 5Y | +23.8% | +144.3% | -120.4% | +9.3% |
| All | +399.9% | +111.1% | +288.8% | +326.2% |
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