-25.2%
GIS vs RRC
+150.0%
-175.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.0% |
| 7D | -8.4% | -1.2% | -7.2% | -8.4% |
| 30D | -5.2% | +3.0% | -8.2% | -5.2% |
| 3M | +8.2% | +7.3% | +0.9% | +8.1% |
| 6M | -12.0% | +3.6% | -15.6% | -12.0% |
| YTD | -18.9% | +19.4% | -38.2% | -19.0% |
| 1Y | -23.6% | +21.4% | -45.0% | -23.7% |
| 3Y | -37.6% | +32.8% | -70.4% | -37.9% |
| 5Y | -25.2% | +152.0% | -177.2% | -25.7% |
| All | -25.2% | +150.0% | -175.1% | -25.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling