+159.7%
GILD vs RRX
+228.4%
-68.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.7% | -4.4% | -1.2% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | +5.8% | -6.1% | +11.9% | +6.6% |
| 3M | +14.9% | -23.1% | +38.0% | +18.1% |
| 6M | -0.4% | -19.5% | +19.2% | +1.2% |
| YTD | +18.5% | +16.1% | +2.5% | +14.3% |
| 1Y | +25.1% | +12.9% | +12.2% | +20.8% |
| 3Y | +105.9% | +7.9% | +98.0% | +95.3% |
| 5Y | +143.0% | +19.1% | +123.9% | +121.2% |
| All | +159.7% | +228.4% | -68.7% | +78.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling