-17.3%
GIS vs RRC
+73.1%
-90.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | -3.4% | +6.4% | -9.7% | -3.5% |
| 30D | +6.9% | +23.9% | -17.0% | +6.1% |
| 3M | -10.1% | +30.2% | -40.3% | -10.9% |
| 6M | +5.9% | +26.3% | -20.4% | +4.9% |
| YTD | -21.1% | +48.1% | -69.2% | -22.2% |
| 1Y | -22.5% | +37.7% | -60.2% | -23.4% |
| 3Y | -39.0% | +60.3% | -99.3% | -40.3% |
| 5Y | -33.3% | +135.3% | -168.6% | -36.5% |
| All | -17.3% | +73.1% | -90.3% | -28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling