+2,020.8%
GPC vs RRC
+1,414.2%
+606.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.6% | -1.1% |
| 7D | +1.6% | -10.8% | +12.4% | +2.4% |
| 30D | -2.1% | +22.3% | -24.4% | -3.6% |
| 3M | -6.8% | +26.6% | -33.4% | -8.5% |
| 6M | +18.6% | +18.9% | -0.3% | +16.8% |
| YTD | +2.7% | +39.2% | -36.5% | 0.0% |
| 1Y | +1.8% | +34.0% | -32.2% | -0.7% |
| 3Y | +1.1% | +42.0% | -41.0% | -2.5% |
| 5Y | +4.1% | +111.9% | -107.8% | -3.9% |
| 10Y | +88.2% | +62.8% | +25.5% | +64.1% |
| All | +2,020.8% | +1,414.2% | +606.6% | +1,675.0% |
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 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