+238.7%
GM vs RRC
+9.4%
+229.3%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | +0.4% | -1.2% | +1.6% | +0.6% |
| 30D | -1.8% | +9.4% | -11.3% | -3.4% |
| 3M | +2.6% | +7.4% | -4.8% | +1.1% |
| 6M | +14.6% | +1.5% | +13.1% | +13.5% |
| YTD | +6.2% | +19.4% | -13.2% | +1.9% |
| 1Y | +48.7% | +24.2% | +24.5% | +41.1% |
| 3Y | +168.3% | +32.8% | +135.5% | +147.7% |
| 5Y | +82.8% | +152.9% | -70.1% | +44.6% |
| 10Y | +226.2% | +3.9% | +222.3% | +149.9% |
| All | +238.7% | +9.4% | +229.3% | +149.0% |
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