+376.5%
GH vs PR
+9.5%
+366.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -4.9% | -4.1% | -8.5% |
| 7D | -17.2% | -16.5% | -0.7% | -15.6% |
| 30D | -10.1% | -4.5% | -5.6% | -9.7% |
| 3M | -6.0% | +8.5% | -14.5% | -6.8% |
| 6M | +71.4% | -3.3% | +74.7% | +71.4% |
| YTD | +50.2% | +55.7% | -5.5% | +42.4% |
| 1Y | +61.4% | +82.0% | -20.6% | +50.3% |
| 3Y | +435.2% | +62.5% | +372.7% | +401.0% |
| 5Y | +39.2% | +223.9% | -184.7% | +21.2% |
| All | +376.5% | +9.5% | +366.9% | +545.8% |
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