-36.4%
GIS vs AHR
+360.2%
-396.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.1% |
| 7D | -8.4% | -3.0% | -5.4% | -8.2% |
| 30D | -5.2% | +2.6% | -7.8% | -5.4% |
| 3M | +8.2% | +16.0% | -7.9% | +7.3% |
| 6M | -12.0% | +3.1% | -15.1% | -12.4% |
| YTD | -18.9% | +16.0% | -34.9% | -19.5% |
| 1Y | -23.6% | +28.0% | -51.6% | -24.6% |
| All | -36.4% | +360.2% | -396.6% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AHR.
Daily Out/Under-Performance
Portfolio return minus AHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AHR 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 AHR 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