+382.5%
GH vs RVTY
+69.2%
+313.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.5% |
| 7D | -11.2% | -2.7% | -8.5% | -9.4% |
| 30D | -7.2% | +3.2% | -10.5% | -9.2% |
| 3M | -7.1% | +37.2% | -44.3% | -25.7% |
| 6M | +62.3% | +57.7% | +4.6% | +16.9% |
| YTD | +52.1% | +64.8% | -12.8% | +4.6% |
| 1Y | +58.6% | +72.8% | -14.2% | +4.9% |
| 3Y | +619.9% | +89.8% | +530.1% | +311.1% |
| 5Y | +49.7% | -8.4% | +58.2% | +53.8% |
| All | +382.5% | +69.2% | +313.3% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling