+71.7%
GPC vs RRC
+71.8%
-0.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | 0.0% | -0.6% |
| 7D | -1.3% | +2.5% | -3.8% | -1.6% |
| 30D | -6.0% | +21.1% | -27.2% | -8.3% |
| 3M | -7.6% | +28.4% | -36.0% | -10.5% |
| 6M | +24.2% | +26.5% | -2.2% | +20.3% |
| YTD | +2.7% | +47.0% | -44.3% | -2.5% |
| 1Y | +0.2% | +35.2% | -35.0% | -4.0% |
| 3Y | -0.8% | +61.0% | -61.7% | -8.0% |
| 5Y | +4.4% | +133.6% | -129.2% | -10.2% |
| All | +71.7% | +71.8% | -0.1% | +33.0% |
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 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