-9.7%
RKT vs GH
+24.4%
-34.1%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -2.4% | -2.6% | +0.3% | -2.1% |
| 3M | +1.9% | +25.1% | -23.2% | -4.0% |
| 6M | -13.9% | +78.5% | -92.3% | -25.5% |
| YTD | -30.6% | +59.4% | -90.0% | -38.7% |
| 1Y | -34.4% | +173.9% | -208.2% | -49.6% |
| 3Y | +38.2% | +382.7% | -344.6% | -16.0% |
| 5Y | -9.7% | +24.4% | -34.1% | -35.4% |
| All | -9.7% | +24.4% | -34.1% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling