-12.6%
GPN vs RRC
+60.0%
-72.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.1% |
| 7D | -5.6% | +6.4% | -12.0% | -6.7% |
| 30D | +13.6% | +23.9% | -10.3% | +8.5% |
| 3M | -2.8% | +30.2% | -33.0% | -8.2% |
| 6M | +38.1% | +26.3% | +11.8% | +30.8% |
| YTD | +19.9% | +48.1% | -28.2% | +7.8% |
| 1Y | +23.4% | +37.7% | -14.3% | +13.0% |
| 3Y | -12.6% | +60.3% | -72.9% | -24.3% |
| All | -12.6% | +60.0% | -72.6% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling