+399.9%
GH vs RSG
+246.1%
+153.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -2.1% | -0.7% | -1.3% | -1.7% |
| 30D | -4.5% | +3.3% | -7.7% | -6.0% |
| 3M | +28.9% | +8.5% | +20.4% | +23.1% |
| 6M | +76.5% | -3.5% | +80.0% | +78.3% |
| YTD | +57.6% | +5.5% | +52.1% | +51.4% |
| 1Y | +167.5% | -1.7% | +169.3% | +166.2% |
| 3Y | +377.4% | +56.9% | +320.5% | +252.2% |
| 5Y | +23.8% | +89.4% | -65.6% | -19.1% |
| All | +399.9% | +246.1% | +153.8% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling