+67.7%
USAR vs GH
+378.9%
-311.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.6% |
| 7D | -4.4% | -0.2% | -4.3% | -4.4% |
| 30D | -10.4% | -2.6% | -7.7% | -10.0% |
| 3M | -18.4% | +25.1% | -43.5% | -21.7% |
| 6M | -8.8% | +78.5% | -87.3% | -17.5% |
| YTD | +43.4% | +59.4% | -16.0% | +32.0% |
| 1Y | +21.0% | +173.9% | -152.9% | +4.6% |
| All | +67.7% | +378.9% | -311.2% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling