+2,284.7%
GPC vs RRC
+1,202.2%
+1,082.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.2% |
| 7D | +1.2% | +1.3% | -0.1% | +1.1% |
| 30D | +6.0% | +10.1% | -4.2% | +5.3% |
| 3M | +42.6% | +4.0% | +38.6% | +42.1% |
| 6M | +22.8% | +1.6% | +21.2% | +22.4% |
| YTD | +15.5% | +19.7% | -4.3% | +13.8% |
| 1Y | +2.0% | +21.4% | -19.4% | +0.3% |
| 3Y | -1.4% | +29.7% | -31.1% | -4.2% |
| 5Y | +30.6% | +153.9% | -123.3% | +19.3% |
| 10Y | +80.6% | +10.8% | +69.8% | +61.2% |
| All | +2,284.7% | +1,202.2% | +1,082.5% | +1,920.3% |
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