+71.8%
GH vs PR
+87.5%
-15.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.5% | +2.9% | -4.3% |
| 7D | -7.7% | -12.1% | +4.4% | -8.9% |
| 30D | -10.0% | +0.9% | -10.9% | -9.3% |
| 3M | +5.5% | +10.1% | -4.6% | +8.8% |
| 6M | +84.9% | +1.1% | +83.8% | +92.6% |
| YTD | +65.0% | +63.7% | +1.4% | +73.0% |
| 1Y | +71.8% | +87.0% | -15.3% | +72.9% |
| All | +71.8% | +87.5% | -15.7% | +72.9% |
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