+371.1%
GH vs PR
+18.3%
+352.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.3% | -2.2% |
| 7D | +0.6% | +6.0% | -5.4% | -0.1% |
| 30D | -6.9% | -4.2% | -2.7% | -6.5% |
| 3M | -4.9% | +10.0% | -14.9% | -5.9% |
| 6M | +54.1% | +15.6% | +38.4% | +51.2% |
| YTD | +48.5% | +68.2% | -19.7% | +39.6% |
| 1Y | +61.2% | +79.2% | -18.0% | +50.4% |
| 3Y | +570.3% | +94.9% | +475.4% | +516.1% |
| 5Y | +46.1% | +272.8% | -226.6% | +25.6% |
| All | +371.1% | +18.3% | +352.8% | +533.3% |
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