+96.7%
GD vs RRC
+129.3%
-32.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.7% | +1.3% | -1.9% |
| 7D | -3.9% | -6.9% | +3.0% | -3.1% |
| 30D | +8.1% | +25.4% | -17.3% | +4.9% |
| 3M | -6.8% | +31.9% | -38.7% | -10.2% |
| 6M | +3.0% | +17.2% | -14.2% | +0.6% |
| YTD | +7.8% | +43.4% | -35.6% | +2.2% |
| 1Y | +5.8% | +36.7% | -30.9% | +0.9% |
| 3Y | +55.3% | +38.8% | +16.5% | +45.6% |
| 5Y | +96.7% | +118.3% | -21.6% | +71.4% |
| All | +96.7% | +129.3% | -32.7% | +71.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling