-22.5%
GIS vs RRC
+36.3%
-58.8%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | -3.4% | +6.4% | -9.7% | -3.2% |
| 30D | +6.9% | +23.9% | -17.0% | +6.5% |
| 3M | -10.1% | +30.2% | -40.3% | -10.5% |
| 6M | +5.9% | +26.3% | -20.4% | +5.5% |
| YTD | -21.1% | +48.1% | -69.2% | -21.5% |
| 1Y | -22.5% | +37.7% | -60.2% | -22.3% |
| All | -22.5% | +36.3% | -58.8% | -22.3% |
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