+24.4%
GH vs AUR
-35.1%
+59.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.6% | -2.6% | -1.4% |
| 7D | -2.5% | +1.4% | -3.9% | -2.8% |
| 30D | -4.7% | -6.4% | +1.7% | -3.7% |
| 3M | +20.2% | +7.7% | +12.5% | +17.0% |
| 6M | +78.8% | +44.5% | +34.3% | +59.9% |
| YTD | +54.1% | +67.4% | -13.4% | +32.3% |
| 1Y | +177.1% | +15.4% | +161.6% | +156.6% |
| 3Y | +371.6% | +94.8% | +276.8% | +209.1% |
| All | +24.4% | -35.1% | +59.5% | -9.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling