-21.1%
GIS vs RRC
+4.9%
-26.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -6.4% | -1.8% | -4.6% | -6.3% |
| 30D | -6.1% | +2.7% | -8.8% | -6.2% |
| 3M | +7.8% | +8.8% | -1.0% | +7.5% |
| 6M | -8.8% | -1.2% | -7.6% | -8.8% |
| YTD | -19.1% | +17.6% | -36.7% | -19.6% |
| 1Y | -24.8% | +18.4% | -43.2% | -25.3% |
| 3Y | -37.6% | +33.1% | -70.6% | -38.5% |
| 5Y | -25.4% | +148.2% | -173.6% | -29.3% |
| All | -21.1% | +4.9% | -26.0% | -30.8% |
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