+636.0%
GH vs AS
+120.4%
+515.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.6% | -3.3% | -0.8% |
| 7D | -0.1% | -4.9% | +4.8% | +1.4% |
| 30D | -1.1% | -19.6% | +18.5% | +5.3% |
| 3M | +21.3% | -14.4% | +35.7% | +26.1% |
| 6M | +73.5% | -20.1% | +93.6% | +83.4% |
| YTD | +58.0% | -20.9% | +79.0% | +67.4% |
| 1Y | +163.1% | -21.9% | +184.9% | +178.5% |
| All | +636.0% | +120.4% | +515.7% | +451.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling