+1,488.6%
GIS vs RRC
+1,202.2%
+286.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.4% |
| 7D | -7.8% | +1.3% | -9.1% | -7.9% |
| 30D | +6.6% | +10.1% | -3.6% | +6.2% |
| 3M | +21.0% | +4.0% | +17.0% | +20.8% |
| 6M | -9.1% | +1.6% | -10.7% | -9.2% |
| YTD | -13.6% | +19.7% | -33.3% | -14.2% |
| 1Y | -18.0% | +21.4% | -39.4% | -18.7% |
| 3Y | -33.7% | +29.7% | -63.3% | -34.6% |
| 5Y | -19.4% | +153.9% | -173.3% | -23.2% |
| 10Y | -21.3% | +10.8% | -32.1% | -26.0% |
| All | +1,488.6% | +1,202.2% | +286.4% | +1,276.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling