+371.6%
GH vs RRX
+5.4%
+366.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.7% | -4.7% | -2.1% |
| 7D | -2.5% | -0.3% | -2.1% | -2.4% |
| 30D | -4.7% | -6.1% | +1.5% | -3.1% |
| 3M | +20.2% | -23.1% | +43.3% | +27.0% |
| 6M | +78.8% | -19.5% | +98.3% | +84.1% |
| YTD | +54.1% | +16.1% | +38.0% | +37.9% |
| 1Y | +177.1% | +12.9% | +164.1% | +147.3% |
| 3Y | +371.6% | +7.9% | +363.7% | +319.2% |
| All | +371.6% | +5.4% | +366.3% | +319.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 3y: compounded portfolio wealth divided by compounded RRX 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…
3y analysis · Full analysis span regression · 6 months rolling