+608.4%
GH vs AS
+137.8%
+470.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.7% |
| 7D | -11.2% | +4.5% | -15.7% | -12.3% |
| 30D | -7.2% | +13.2% | -20.5% | -10.6% |
| 3M | -7.1% | -11.9% | +4.8% | -4.0% |
| 6M | +62.3% | -11.6% | +73.9% | +66.7% |
| YTD | +52.1% | -14.7% | +66.8% | +57.1% |
| 1Y | +58.6% | +5.7% | +52.9% | +53.3% |
| All | +608.4% | +137.8% | +470.6% | +417.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling