-19.3%
USAR vs GH
+598.2%
-617.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.4% | +4.7% | +4.4% |
| 7D | +0.8% | -8.2% | +9.0% | +2.7% |
| 30D | -30.1% | -4.9% | -25.2% | -29.1% |
| 3M | -56.3% | -6.2% | -50.0% | -55.7% |
| 6M | -68.6% | +60.0% | -128.6% | -71.0% |
| YTD | -30.5% | +51.5% | -82.1% | -35.5% |
| 1Y | -53.5% | +58.4% | -111.9% | -57.0% |
| All | -19.3% | +598.2% | -617.4% | -33.5% |
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