+24.4%
GH vs RRC
+154.4%
-130.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.2% |
| 7D | -0.2% | -1.7% | +1.6% | +0.3% |
| 30D | -2.6% | +3.6% | -6.2% | -3.5% |
| 3M | +25.1% | +8.8% | +16.3% | +22.0% |
| 6M | +78.5% | +0.8% | +77.7% | +76.3% |
| YTD | +59.4% | +19.0% | +40.4% | +49.5% |
| 1Y | +173.9% | +22.9% | +150.9% | +152.4% |
| 3Y | +382.7% | +32.3% | +350.4% | +329.7% |
| 5Y | +24.4% | +151.6% | -127.2% | +6.0% |
| All | +24.4% | +154.4% | -130.0% | +6.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling