+1,438.8%
GIS vs RRX
+3,824.6%
-2,385.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +0.9% | -1.4% |
| 7D | -8.6% | -0.7% | -7.9% | -8.6% |
| 30D | -0.5% | -8.0% | +7.5% | +0.1% |
| 3M | +11.9% | -25.1% | +36.9% | +13.8% |
| 6M | -11.6% | -18.3% | +6.7% | -11.0% |
| YTD | -16.3% | +14.2% | -30.5% | -18.3% |
| 1Y | -21.8% | +13.0% | -34.8% | -23.7% |
| 3Y | -35.7% | +4.2% | -39.8% | -37.8% |
| 5Y | -22.9% | +17.9% | -40.7% | -27.3% |
| 10Y | -16.8% | +220.4% | -237.3% | -30.6% |
| All | +1,438.8% | +3,824.6% | -2,385.8% | +1,041.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling