-24.1%
RKT vs GH
+79.6%
-103.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.5% |
| 7D | -9.0% | +0.6% | -9.5% | -9.1% |
| 30D | +30.2% | -6.9% | +37.1% | +31.7% |
| 3M | -8.8% | -4.9% | -3.9% | -8.7% |
| 6M | -0.9% | +54.1% | -55.0% | -12.0% |
| YTD | -29.2% | +48.5% | -77.7% | -37.0% |
| 1Y | -20.1% | +61.2% | -81.2% | -30.4% |
| 3Y | +81.3% | +570.3% | -489.0% | -0.9% |
| 5Y | -6.6% | +46.1% | -52.8% | -31.7% |
| All | -24.1% | +79.6% | -103.7% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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