+231.1%
GM vs RRX
+228.4%
+2.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -2.4% |
| 7D | -2.4% | -0.3% | -2.1% | -2.4% |
| 30D | -1.1% | -6.1% | +5.0% | +1.8% |
| 3M | +6.1% | -23.1% | +29.2% | +17.4% |
| 6M | +15.0% | -19.5% | +34.5% | +22.0% |
| YTD | +6.0% | +16.1% | -10.1% | -9.8% |
| 1Y | +47.1% | +12.9% | +34.2% | +25.5% |
| 3Y | +170.5% | +7.9% | +162.6% | +118.1% |
| 5Y | +80.5% | +19.1% | +61.4% | +31.5% |
| All | +231.1% | +228.4% | +2.7% | +23.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling