+19,851.2%
GD vs RRC
+1,202.2%
+18,649.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.7% |
| 7D | -5.3% | +1.3% | -6.6% | -5.4% |
| 30D | -6.4% | +10.1% | -16.5% | -7.1% |
| 3M | +5.7% | +4.0% | +1.7% | +5.3% |
| 6M | -0.9% | +1.6% | -2.5% | -1.3% |
| YTD | +8.2% | +19.7% | -11.5% | +6.3% |
| 1Y | +13.4% | +21.4% | -8.0% | +11.3% |
| 3Y | +68.5% | +29.7% | +38.8% | +63.2% |
| 5Y | +97.2% | +153.9% | -56.7% | +78.1% |
| 10Y | +190.2% | +10.8% | +179.4% | +157.9% |
| All | +19,851.2% | +1,202.2% | +18,649.0% | +14,600.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling