+169.3%
GD vs RPRX
+81.2%
+88.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | +2.7% | +3.3% | -0.7% | +2.2% |
| 30D | +8.6% | +17.9% | -9.3% | +6.3% |
| 3M | -7.1% | +19.2% | -26.3% | -9.3% |
| 6M | +7.5% | +31.7% | -24.2% | +3.5% |
| YTD | +9.9% | +82.5% | -72.5% | +1.6% |
| 1Y | +7.6% | +78.4% | -70.9% | -0.3% |
| 3Y | +56.2% | +177.0% | -120.7% | +35.9% |
| 5Y | +100.6% | +86.5% | +14.2% | +83.3% |
| All | +169.3% | +81.2% | +88.1% | +142.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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