+170.0%
GD vs RRC
+60.0%
+110.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +2.0% | +2.2% |
| 7D | -3.0% | -10.3% | +7.3% | -2.0% |
| 30D | +9.3% | +19.5% | -10.2% | +7.2% |
| 3M | -7.2% | +27.9% | -35.1% | -9.7% |
| 6M | +5.5% | +21.2% | -15.7% | +3.1% |
| YTD | +9.5% | +39.6% | -30.1% | +5.3% |
| 1Y | +6.4% | +31.3% | -24.8% | +2.9% |
| 3Y | +59.8% | +51.9% | +7.9% | +50.7% |
| 5Y | +98.0% | +110.2% | -12.2% | +77.1% |
| All | +170.0% | +60.0% | +110.0% | +117.5% |
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