+685.3%
GFI vs RRC
+1,198.8%
-513.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | +5.7% | -1.2% | +6.9% | +5.8% |
| 30D | +15.6% | +9.4% | +6.2% | +14.6% |
| 3M | +31.5% | +7.4% | +24.1% | +30.4% |
| 6M | -3.7% | +1.5% | -5.2% | -4.3% |
| YTD | +11.2% | +19.4% | -8.2% | +8.8% |
| 1Y | +36.4% | +24.2% | +12.2% | +32.6% |
| 3Y | +313.5% | +32.8% | +280.7% | +296.3% |
| 5Y | +528.0% | +152.9% | +375.1% | +454.1% |
| 10Y | +1,021.4% | +3.9% | +1,017.6% | +900.4% |
| All | +685.3% | +1,198.8% | -513.5% | +509.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling