+380.9%
GH vs RRC
+213.4%
+167.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.8% | +0.2% |
| 7D | +0.9% | +2.5% | -1.6% | +0.5% |
| 30D | -4.5% | +21.1% | -25.6% | -7.8% |
| 3M | -6.2% | +28.4% | -34.6% | -10.5% |
| 6M | +55.0% | +26.5% | +28.5% | +47.8% |
| YTD | +51.6% | +47.0% | +4.6% | +39.9% |
| 1Y | +58.3% | +35.2% | +23.1% | +48.1% |
| 3Y | +617.6% | +61.0% | +556.6% | +545.4% |
| 5Y | +49.2% | +133.6% | -84.4% | +24.8% |
| All | +380.9% | +213.4% | +167.5% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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