+80.7%
GPC vs RRC
+7.9%
+72.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | -0.4% | +9.4% | -9.8% | -1.4% |
| 3M | +39.2% | +7.4% | +31.8% | +37.9% |
| 6M | +18.2% | +1.5% | +16.8% | +17.7% |
| YTD | +12.1% | +19.4% | -7.3% | +9.4% |
| 1Y | -0.7% | +24.2% | -24.9% | -3.7% |
| 3Y | -1.7% | +32.8% | -34.5% | -6.7% |
| 5Y | +29.3% | +152.9% | -123.6% | +10.1% |
| 10Y | +80.7% | +3.9% | +76.8% | +41.9% |
| All | +80.7% | +7.9% | +72.8% | +41.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling