+54.9%
GD vs RRC
+40.4%
+14.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.3% | -2.0% |
| 7D | -3.9% | -6.9% | +3.0% | -3.3% |
| 30D | +8.1% | +25.4% | -17.3% | +5.7% |
| 3M | -6.8% | +31.9% | -38.7% | -9.3% |
| 6M | +3.0% | +17.2% | -14.2% | +1.3% |
| YTD | +7.8% | +43.4% | -35.6% | +3.3% |
| 1Y | +5.8% | +36.7% | -30.9% | +1.9% |
| All | +54.9% | +40.4% | +14.5% | +45.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling