+163.1%
GH vs PR
+76.5%
+86.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | 0.0% |
| 7D | -0.1% | +2.9% | -3.0% | +0.5% |
| 30D | -1.1% | +18.0% | -19.1% | +2.3% |
| 3M | +21.3% | +16.9% | +4.4% | +26.7% |
| 6M | +73.5% | +28.2% | +45.3% | +82.2% |
| YTD | +58.0% | +69.3% | -11.3% | +70.5% |
| 1Y | +163.1% | +69.5% | +93.6% | +183.5% |
| All | +163.1% | +76.5% | +86.5% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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