+70.8%
GD vs RRX
+2.4%
+68.4%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -1.9% | -1.8% |
| 7D | -5.3% | +3.4% | -8.7% | -5.6% |
| 30D | -6.4% | -11.1% | +4.7% | -5.4% |
| 3M | +5.7% | -23.7% | +29.4% | +7.9% |
| 6M | -0.9% | -22.0% | +21.0% | +0.3% |
| YTD | +8.2% | +16.5% | -8.3% | +4.0% |
| 1Y | +13.4% | +11.5% | +1.9% | +9.4% |
| All | +70.8% | +2.4% | +68.4% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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