-18.0%
GIS vs RRC
+23.4%
-41.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.5% |
| 7D | -7.8% | +1.3% | -9.1% | -7.9% |
| 30D | +6.6% | +10.1% | -3.6% | +6.6% |
| 3M | +21.0% | +4.0% | +17.0% | +21.0% |
| 6M | -9.1% | +1.6% | -10.7% | -9.1% |
| YTD | -13.6% | +19.7% | -33.3% | -13.8% |
| 1Y | -18.0% | +21.4% | -39.4% | -18.7% |
| All | -18.0% | +23.4% | -41.4% | -18.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling