+69.4%
USAR vs GH
+326.8%
-257.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.6% |
| 6M | -8.8% | +78.5% | -87.3% | -17.2% |
| YTD | +43.4% | +59.4% | -16.0% | +32.3% |
| 1Y | +21.0% | +173.9% | -152.9% | +5.1% |
| 3Y | +67.7% | +382.7% | -315.0% | +38.9% |
| All | +69.4% | +326.8% | -257.4% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling