+239.5%
GM vs RRC
+35.7%
+203.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.4% |
| 7D | -0.2% | +6.4% | -6.6% | -1.3% |
| 30D | +3.6% | +23.9% | -20.3% | -0.7% |
| 3M | -0.2% | +30.2% | -30.4% | -5.2% |
| 6M | +13.9% | +26.3% | -12.3% | +8.4% |
| YTD | +6.5% | +48.1% | -41.6% | -2.1% |
| 1Y | +20.7% | +37.7% | -17.0% | +12.3% |
| 3Y | +229.5% | +60.3% | +169.2% | +193.3% |
| 5Y | +41.5% | +135.3% | -93.8% | +13.3% |
| 10Y | +204.8% | +73.3% | +131.5% | +113.5% |
| All | +239.5% | +35.7% | +203.8% | +139.2% |
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