+4.0%
GPC vs RRC
+134.0%
-129.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | +0.3% |
| 7D | +0.4% | +6.4% | -5.9% | -0.1% |
| 30D | -6.3% | +23.9% | -30.2% | -8.4% |
| 3M | -8.2% | +30.2% | -38.3% | -10.7% |
| 6M | +27.1% | +26.3% | +0.8% | +23.8% |
| YTD | +3.1% | +48.1% | -45.0% | -1.4% |
| 1Y | +0.1% | +37.7% | -37.6% | -3.7% |
| 3Y | +0.2% | +60.3% | -60.1% | -6.3% |
| All | +4.0% | +134.0% | -129.9% | -4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling