+399.9%
GH vs RRC
+154.5%
+245.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -2.1% | -1.2% | -0.9% | -1.9% |
| 30D | -4.5% | +9.4% | -13.9% | -5.9% |
| 3M | +28.9% | +7.4% | +21.5% | +27.0% |
| 6M | +76.5% | +1.5% | +75.0% | +74.9% |
| YTD | +57.6% | +19.4% | +38.2% | +51.3% |
| 1Y | +167.5% | +24.2% | +143.3% | +153.9% |
| 3Y | +377.4% | +32.8% | +344.6% | +345.5% |
| 5Y | +23.8% | +152.9% | -129.1% | +3.5% |
| All | +399.9% | +154.5% | +245.4% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling