+401.3%
GH vs AR
+112.9%
+288.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -0.1% | +2.5% | -2.6% | -0.4% |
| 30D | -1.1% | +14.8% | -15.9% | -2.9% |
| 3M | +21.3% | +6.2% | +15.1% | +20.2% |
| 6M | +73.5% | +4.3% | +69.2% | +71.6% |
| YTD | +58.0% | +14.4% | +43.7% | +54.0% |
| 1Y | +163.1% | +21.3% | +141.7% | +153.2% |
| 3Y | +361.0% | +39.8% | +321.2% | +331.3% |
| 5Y | +22.5% | +142.1% | -119.5% | +8.2% |
| All | +401.3% | +112.9% | +288.4% | +326.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling