+188.5%
GD vs RRC
+59.4%
+129.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | -5.0% | -10.8% | +5.8% | -3.9% |
| 30D | +8.9% | +22.3% | -13.4% | +6.6% |
| 3M | -8.0% | +26.6% | -34.7% | -10.4% |
| 6M | +2.9% | +18.9% | -16.0% | +0.7% |
| YTD | +7.1% | +39.2% | -32.1% | +3.0% |
| 1Y | +5.9% | +34.0% | -28.0% | +2.2% |
| 3Y | +53.9% | +42.0% | +11.8% | +46.0% |
| 5Y | +95.4% | +111.9% | -16.5% | +74.6% |
| All | +188.5% | +59.4% | +129.1% | +135.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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