-34.4%
GIS vs RRC
+31.5%
-65.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.6% |
| 7D | -8.3% | -1.2% | -7.1% | -8.3% |
| 30D | +2.2% | +9.4% | -7.3% | +2.3% |
| 3M | +15.7% | +7.4% | +8.3% | +15.8% |
| 6M | -12.0% | +1.5% | -13.4% | -11.9% |
| YTD | -15.0% | +19.4% | -34.4% | -14.8% |
| 1Y | -20.1% | +24.2% | -44.3% | -19.8% |
| All | -34.4% | +31.5% | -65.8% | -35.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling