+599.6%
GH vs AS
+133.7%
+465.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -2.3% | -6.7% | -8.4% |
| 7D | -17.2% | +7.1% | -24.3% | -18.9% |
| 30D | -10.1% | +12.8% | -22.9% | -13.3% |
| 3M | -6.0% | -14.7% | +8.8% | -1.9% |
| 6M | +71.4% | -9.9% | +81.3% | +74.8% |
| YTD | +50.2% | -16.1% | +66.4% | +55.9% |
| 1Y | +61.4% | +0.2% | +61.3% | +58.3% |
| All | +599.6% | +133.7% | +465.9% | +413.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling