+382.5%
GH vs RCAT
-12.3%
+394.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.4% | +4.3% | -2.0% |
| 7D | -11.2% | -5.6% | -5.6% | -11.2% |
| 30D | -7.2% | -27.0% | +19.8% | -6.7% |
| 3M | -7.1% | -57.9% | +50.8% | -5.7% |
| 6M | +62.3% | -59.4% | +121.7% | +64.5% |
| YTD | +52.1% | -46.9% | +99.0% | +53.0% |
| 1Y | +58.6% | -54.0% | +112.7% | +59.8% |
| 3Y | +619.9% | +378.4% | +241.5% | +592.2% |
| 5Y | +49.7% | +61.9% | -12.2% | +44.7% |
| All | +382.5% | -12.3% | +394.7% | +421.1% |
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