+91.0%
RKT vs GH
+598.2%
-507.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -3.8% | -8.2% | +4.4% | -2.6% |
| 30D | +32.8% | -4.9% | +37.8% | +33.3% |
| 3M | +0.8% | -6.2% | +7.1% | +1.0% |
| 6M | -2.6% | +60.0% | -62.7% | -10.6% |
| YTD | -25.4% | +51.5% | -77.0% | -31.3% |
| 1Y | -19.1% | +58.4% | -77.5% | -26.0% |
| All | +91.0% | +598.2% | -507.2% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling