+23.8%
GH vs RCAT
+192.8%
-168.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.9% | -4.1% | -0.6% |
| 7D | -2.1% | +5.4% | -7.5% | -2.6% |
| 30D | -4.5% | -5.6% | +1.1% | -4.2% |
| 3M | +28.9% | -30.2% | +59.1% | +32.2% |
| 6M | +76.5% | -43.4% | +119.9% | +81.9% |
| YTD | +57.6% | +9.6% | +48.0% | +50.7% |
| 1Y | +167.5% | -2.0% | +169.5% | +151.8% |
| 3Y | +377.4% | +825.0% | -447.6% | +212.8% |
| 5Y | +23.8% | +199.8% | -176.0% | -14.6% |
| All | +23.8% | +192.8% | -168.9% | -14.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling