+382.5%
GH vs PR
+11.5%
+371.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.3% |
| 7D | -11.2% | -9.5% | -1.7% | -10.3% |
| 30D | -7.2% | -5.7% | -1.5% | -6.7% |
| 3M | -7.1% | +3.0% | -10.1% | -7.4% |
| 6M | +62.3% | +11.8% | +50.5% | +59.9% |
| YTD | +52.1% | +58.5% | -6.4% | +43.9% |
| 1Y | +58.6% | +69.9% | -11.2% | +48.9% |
| 3Y | +619.9% | +84.9% | +535.0% | +565.4% |
| 5Y | +49.7% | +246.4% | -196.7% | +29.6% |
| All | +382.5% | +11.5% | +371.0% | +552.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling