+388.8%
GH vs RSG
+247.9%
+140.9%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -4.7% | +4.0% | -8.6% | -6.5% |
| 3M | +20.2% | +7.4% | +12.9% | +15.4% |
| 6M | +78.8% | +0.1% | +78.7% | +77.1% |
| YTD | +54.1% | +6.0% | +48.1% | +47.6% |
| 1Y | +177.1% | -3.0% | +180.1% | +177.8% |
| 3Y | +371.6% | +56.5% | +315.1% | +248.7% |
| 5Y | +21.9% | +90.9% | -69.0% | -20.7% |
| All | +388.8% | +247.9% | +140.9% | +80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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