+23.8%
GH vs RVTY
-32.1%
+55.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.1% | +1.3% |
| 7D | -2.1% | +0.4% | -2.5% | -2.4% |
| 30D | -4.5% | +10.8% | -15.3% | -11.0% |
| 3M | +28.9% | +26.8% | +2.1% | +9.3% |
| 6M | +76.5% | +39.3% | +37.2% | +39.2% |
| YTD | +57.6% | +31.6% | +26.0% | +28.1% |
| 1Y | +167.5% | +47.7% | +119.8% | +95.9% |
| 3Y | +377.4% | +19.9% | +357.5% | +283.4% |
| 5Y | +23.8% | -32.3% | +56.2% | +55.5% |
| All | +23.8% | -32.1% | +55.9% | +55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 5y: compounded portfolio wealth divided by compounded RVTY 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…
5y analysis · Full analysis span regression · 6 months rolling