-24.8%
GIS vs RRX
+15.2%
-39.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | 0.0% |
| 7D | -6.4% | -0.3% | -6.0% | -6.4% |
| 30D | -6.1% | -6.1% | 0.0% | -6.5% |
| 3M | +7.8% | -23.1% | +30.9% | +5.9% |
| 6M | -8.8% | -19.5% | +10.7% | -10.4% |
| YTD | -19.1% | +16.1% | -35.2% | -16.8% |
| 1Y | -24.8% | +12.9% | -37.7% | -23.1% |
| All | -24.8% | +15.2% | -39.9% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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