+371.1%
GH vs AR
+109.3%
+261.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +0.6% | +7.4% | -6.8% | -0.4% |
| 30D | -6.9% | +5.8% | -12.7% | -7.6% |
| 3M | -4.9% | +5.2% | -10.1% | -5.7% |
| 6M | +54.1% | +5.4% | +48.6% | +52.3% |
| YTD | +48.5% | +12.4% | +36.1% | +44.8% |
| 1Y | +61.2% | +12.8% | +48.3% | +56.9% |
| 3Y | +570.3% | +47.2% | +523.2% | +522.2% |
| 5Y | +46.1% | +101.1% | -55.0% | +31.2% |
| All | +371.1% | +109.3% | +261.8% | +301.3% |
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