+71.8%
GH vs AUR
-17.4%
+89.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.8% | -2.8% |
| 7D | -7.7% | -19.8% | +12.2% | -3.8% |
| 30D | -10.0% | -29.0% | +19.1% | -4.0% |
| 3M | +5.5% | -43.6% | +49.1% | +17.2% |
| 6M | +84.9% | -36.6% | +121.6% | +97.2% |
| YTD | +65.0% | +6.3% | +58.8% | +51.9% |
| 1Y | +71.8% | -9.0% | +80.8% | +61.7% |
| All | +71.8% | -17.4% | +89.2% | +61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 1y: compounded portfolio wealth divided by compounded AUR 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…
1y analysis · Full analysis span regression · 6 months rolling