+606.0%
GH vs PR
+86.0%
+520.0%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.1% | +6.3% | +5.5% |
| 7D | -7.0% | -12.4% | +5.4% | -4.2% |
| 30D | -5.2% | -6.6% | +1.4% | -3.7% |
| 3M | -5.8% | +7.5% | -13.3% | -7.4% |
| 6M | +65.9% | +10.8% | +55.1% | +61.0% |
| YTD | +55.5% | +57.0% | -1.6% | +32.9% |
| 1Y | +64.2% | +67.9% | -3.8% | +36.7% |
| 3Y | +606.0% | +87.6% | +518.5% | +388.1% |
| All | +606.0% | +86.0% | +520.0% | +388.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling