+61.2%
GH vs AR
+11.3%
+49.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +0.6% | +7.4% | -6.8% | +0.7% |
| 30D | -6.9% | +5.8% | -12.7% | -6.4% |
| 3M | -4.9% | +5.2% | -10.1% | -4.2% |
| 6M | +54.1% | +5.4% | +48.6% | +55.1% |
| YTD | +48.5% | +12.4% | +36.1% | +48.8% |
| 1Y | +61.2% | +12.8% | +48.3% | +61.4% |
| All | +61.2% | +11.3% | +49.8% | +61.4% |
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