+401.3%
GH vs PR
+19.1%
+382.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | -0.1% | +2.9% | -3.0% | -0.4% |
| 30D | -1.1% | +18.0% | -19.1% | -2.8% |
| 3M | +21.3% | +16.9% | +4.4% | +19.1% |
| 6M | +73.5% | +28.2% | +45.3% | +68.3% |
| YTD | +58.0% | +69.3% | -11.3% | +48.6% |
| 1Y | +163.1% | +69.5% | +93.6% | +146.8% |
| 3Y | +361.0% | +81.7% | +279.4% | +326.7% |
| 5Y | +22.5% | +422.2% | -399.7% | +3.0% |
| All | +401.3% | +19.1% | +382.1% | +573.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling