+53.9%
GD vs RRX
+63.4%
-9.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -1.2% |
| 7D | -5.0% | +7.5% | -12.5% | -5.7% |
| 30D | +8.9% | +3.0% | +5.9% | +8.4% |
| 3M | -8.0% | -5.3% | -2.7% | -7.7% |
| 6M | +2.9% | -26.6% | +29.5% | +5.5% |
| YTD | +7.1% | +21.2% | -14.1% | +1.5% |
| 1Y | +5.9% | +25.9% | -20.0% | -0.3% |
| 3Y | +53.9% | +71.7% | -17.8% | +38.3% |
| All | +53.9% | +63.4% | -9.6% | +38.3% |
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