+380.7%
GH vs PR
+14.6%
+366.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.1% | -0.7% |
| 7D | -8.2% | -0.5% | -7.7% | -8.1% |
| 30D | -4.9% | -4.6% | -0.3% | -4.5% |
| 3M | -6.2% | +4.7% | -10.9% | -6.8% |
| 6M | +60.0% | +12.4% | +47.6% | +57.6% |
| YTD | +51.5% | +62.9% | -11.3% | +42.9% |
| 1Y | +58.4% | +70.6% | -12.2% | +48.6% |
| 3Y | +617.2% | +90.0% | +527.2% | +561.1% |
| 5Y | +47.0% | +255.5% | -208.5% | +26.9% |
| All | +380.7% | +14.6% | +366.1% | +548.3% |
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