+30.6%
GH vs AUR
-36.7%
+67.3%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.3% | -1.7% |
| 7D | -1.2% | +0.2% | -1.4% | -1.3% |
| 30D | -3.7% | -8.9% | +5.3% | -2.0% |
| 3M | +21.7% | +4.6% | +17.0% | +19.2% |
| 6M | +75.7% | +44.9% | +30.9% | +57.0% |
| YTD | +55.7% | +64.8% | -9.1% | +34.2% |
| 1Y | +181.1% | +16.4% | +164.8% | +159.8% |
| 3Y | +371.6% | +85.1% | +286.5% | +213.4% |
| 5Y | +23.2% | -36.1% | +59.3% | -12.4% |
| All | +30.6% | -36.7% | +67.3% | -6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling