+817.1%
GH vs RBRK
+124.5%
+692.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.5% |
| 7D | -2.5% | -7.5% | +5.0% | -1.0% |
| 30D | -4.7% | -10.4% | +5.7% | -3.2% |
| 3M | +20.2% | +21.3% | -1.0% | +14.3% |
| 6M | +78.8% | +50.6% | +28.1% | +60.7% |
| YTD | +54.1% | +13.3% | +40.8% | +44.7% |
| 1Y | +177.1% | +11.2% | +165.8% | +159.0% |
| All | +817.1% | +124.5% | +692.7% | +684.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 RBRK 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