+401.3%
GH vs RACE
+219.6%
+181.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.5% |
| 7D | -0.1% | -2.5% | +2.5% | +1.5% |
| 30D | -1.1% | +0.8% | -1.9% | -1.9% |
| 3M | +21.3% | +17.2% | +4.2% | +7.9% |
| 6M | +73.5% | +13.6% | +59.9% | +57.3% |
| YTD | +58.0% | +12.2% | +45.8% | +42.6% |
| 1Y | +163.1% | -16.3% | +179.3% | +184.9% |
| 3Y | +361.0% | +36.4% | +324.6% | +217.1% |
| 5Y | +22.5% | +95.0% | -72.4% | -36.0% |
| All | +401.3% | +219.6% | +181.7% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling