-19.0%
USAR vs GH
+297.7%
-316.7%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.2% | +1.5% |
| 7D | -0.8% | +0.6% | -1.3% | -0.8% |
| 30D | -20.9% | -6.9% | -14.0% | -19.6% |
| 3M | -56.2% | -4.9% | -51.2% | -55.7% |
| 6M | -67.9% | +54.1% | -122.0% | -70.0% |
| YTD | -31.4% | +48.5% | -80.0% | -35.8% |
| 1Y | -45.1% | +61.2% | -106.2% | -48.9% |
| 3Y | -20.3% | +570.3% | -590.7% | -33.0% |
| All | -19.0% | +297.7% | -316.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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