+23.0%
GH vs RMD
-22.5%
+45.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +1.5% |
| 7D | -2.1% | -4.5% | +2.4% | +0.3% |
| 30D | -4.5% | +4.6% | -9.0% | -7.3% |
| 3M | +28.9% | +14.8% | +14.1% | +17.5% |
| 6M | +76.5% | -12.1% | +88.6% | +87.2% |
| YTD | +57.6% | -7.5% | +65.1% | +61.1% |
| 1Y | +167.5% | -20.1% | +187.6% | +196.9% |
| 3Y | +377.4% | +53.9% | +323.5% | +205.0% |
| All | +23.0% | -22.5% | +45.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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