+20,097.4%
GD vs RRX
+4,355.1%
+15,742.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.9% | -4.7% | +0.8% |
| 7D | -3.0% | +12.3% | -15.4% | -5.7% |
| 30D | +9.3% | +9.5% | -0.2% | +6.6% |
| 3M | -7.2% | +1.8% | -9.0% | -8.2% |
| 6M | +5.5% | -15.3% | +20.8% | +7.3% |
| YTD | +9.5% | +29.6% | -20.1% | -0.4% |
| 1Y | +6.4% | +34.1% | -27.6% | -4.1% |
| 3Y | +59.8% | +74.0% | -14.2% | +30.4% |
| 5Y | +98.0% | +14.7% | +83.3% | +73.3% |
| 10Y | +177.4% | +229.4% | -52.0% | +85.8% |
| All | +20,097.4% | +4,355.1% | +15,742.2% | +9,968.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling