+405.5%
GH vs RRX
+115.4%
+290.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +2.1% |
| 7D | -0.2% | -0.7% | +0.5% | +0.1% |
| 30D | -2.6% | -8.0% | +5.3% | +0.6% |
| 3M | +25.1% | -25.1% | +50.2% | +37.1% |
| 6M | +78.5% | -18.3% | +96.8% | +85.5% |
| YTD | +59.4% | +14.2% | +45.2% | +39.3% |
| 1Y | +173.9% | +13.0% | +160.8% | +136.6% |
| 3Y | +382.7% | +4.2% | +378.5% | +311.1% |
| 5Y | +24.4% | +17.9% | +6.5% | -1.3% |
| All | +405.5% | +115.4% | +290.1% | +190.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling