+624.1%
GH vs AS
+142.2%
+481.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +4.4% |
| 7D | -7.0% | +5.8% | -12.8% | -8.4% |
| 30D | -5.2% | +15.4% | -20.5% | -9.1% |
| 3M | -5.8% | -11.9% | +6.1% | -2.6% |
| 6M | +65.9% | -9.9% | +75.8% | +69.5% |
| YTD | +55.5% | -13.1% | +68.6% | +59.8% |
| 1Y | +64.2% | +9.9% | +54.3% | +56.9% |
| All | +624.1% | +142.2% | +481.8% | +426.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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