+405.5%
GH vs RCAT
+69.4%
+336.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -6.5% | +7.6% | +1.2% |
| 7D | -0.2% | -2.3% | +2.1% | -0.1% |
| 30D | -2.6% | -18.7% | +16.1% | -2.3% |
| 3M | +25.1% | -29.3% | +54.4% | +25.7% |
| 6M | +78.5% | -42.3% | +120.8% | +79.5% |
| YTD | +59.4% | +2.5% | +56.8% | +58.5% |
| 1Y | +173.9% | -5.7% | +179.5% | +171.6% |
| 3Y | +382.7% | +764.9% | -382.2% | +359.2% |
| 5Y | +24.4% | +182.3% | -157.9% | +18.9% |
| All | +405.5% | +69.4% | +336.2% | +439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 10y: compounded portfolio wealth divided by compounded RCAT 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…
10y analysis · Full analysis span regression · 6 months rolling