+36.6%
GH vs RACE
+65.0%
-28.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -0.7% |
| 7D | -15.6% | +5.1% | -20.7% | -18.5% |
| 30D | -10.4% | +7.7% | -18.1% | -14.9% |
| 3M | -4.3% | +2.2% | -6.4% | -6.5% |
| 6M | +63.5% | +23.8% | +39.8% | +38.2% |
| YTD | +47.7% | +13.9% | +33.8% | +30.3% |
| 1Y | +56.7% | +3.8% | +53.0% | +47.7% |
| 3Y | +443.9% | +28.0% | +415.8% | +244.7% |
| All | +36.6% | +65.0% | -28.4% | -43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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