+100.5%
GD vs RRX
+9.8%
+90.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.4% |
| 7D | +2.7% | +4.3% | -1.7% | +2.1% |
| 30D | +8.6% | +12.3% | -3.7% | +6.8% |
| 3M | -7.1% | +3.7% | -10.7% | -7.8% |
| 6M | +7.5% | -13.9% | +21.4% | +8.4% |
| YTD | +9.9% | +26.5% | -16.5% | +3.3% |
| 1Y | +7.6% | +29.3% | -21.8% | +0.6% |
| 3Y | +56.2% | +65.6% | -9.4% | +36.1% |
| All | +100.5% | +9.8% | +90.7% | +84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling