+1,010.9%
GFI vs RRC
+4.9%
+1,006.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | -4.9% | -1.8% | -3.1% | -4.8% |
| 30D | +10.7% | +2.7% | +8.1% | +10.6% |
| 3M | +25.6% | +8.8% | +16.8% | +25.2% |
| 6M | -8.3% | -1.2% | -7.1% | -8.4% |
| YTD | +6.3% | +17.6% | -11.3% | +5.5% |
| 1Y | +22.1% | +18.4% | +3.6% | +21.0% |
| 3Y | +289.2% | +33.1% | +256.1% | +283.7% |
| 5Y | +531.7% | +148.2% | +383.5% | +521.3% |
| All | +1,010.9% | +4.9% | +1,006.0% | +1,497.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling