+502.4%
GFI vs RRC
+142.3%
+360.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -1.1% |
| 7D | -4.9% | -2.0% | -2.8% | -4.6% |
| 30D | +10.7% | +2.4% | +8.3% | +10.4% |
| 3M | +25.6% | +8.6% | +17.1% | +24.2% |
| 6M | -8.3% | -1.4% | -6.8% | -8.6% |
| YTD | +6.3% | +17.3% | -11.0% | +3.1% |
| 1Y | +22.1% | +18.1% | +3.9% | +18.0% |
| 3Y | +289.2% | +32.8% | +256.4% | +264.7% |
| All | +502.4% | +142.3% | +360.2% | +439.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling