-17.4%
GIS vs RRC
+44.7%
-62.0%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -3.5% | +8.7% | +5.2% |
| 7D | +8.5% | -6.8% | +15.2% | +8.4% |
| 30D | +15.3% | +34.7% | -19.4% | +14.6% |
| 3M | +0.9% | +31.5% | -30.6% | +0.3% |
| 6M | +7.9% | +21.8% | -13.8% | +7.5% |
| YTD | -17.6% | +48.9% | -66.4% | -18.4% |
| 1Y | -17.4% | +42.1% | -59.5% | -18.2% |
| All | -17.4% | +44.7% | -62.0% | -18.2% |
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