-1.6%
RKT vs GH
+47.0%
-48.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -3.8% | -8.2% | +4.4% | -2.0% |
| 30D | +32.8% | -4.9% | +37.8% | +33.7% |
| 3M | +0.8% | -6.2% | +7.1% | +1.2% |
| 6M | -2.6% | +60.0% | -62.7% | -14.3% |
| YTD | -25.4% | +51.5% | -77.0% | -34.0% |
| 1Y | -19.1% | +58.4% | -77.5% | -29.3% |
| 3Y | +83.2% | +617.2% | -534.1% | -2.7% |
| All | -1.6% | +47.0% | -48.6% | -30.4% |
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