+54.1%
GH vs AR
+5.2%
+48.9%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.8% | -1.7% |
| 7D | -15.6% | -14.3% | -1.4% | -16.2% |
| 30D | -10.4% | +1.4% | -11.8% | -9.9% |
| 3M | -4.3% | +3.4% | -7.6% | -3.3% |
| 6M | +63.5% | -2.1% | +65.6% | +64.3% |
| YTD | +47.7% | +4.7% | +43.0% | +47.5% |
| All | +54.1% | +5.2% | +48.9% | +53.3% |
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 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