-43.8%
GPN vs RRC
+142.8%
-186.7%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | 0.0% |
| 7D | -4.6% | -1.8% | -2.8% | -4.3% |
| 30D | -0.3% | +2.7% | -2.9% | -0.8% |
| 3M | +35.4% | +8.8% | +26.6% | +32.9% |
| 6M | +21.7% | -1.2% | +22.8% | +21.1% |
| YTD | +14.9% | +17.6% | -2.7% | +9.9% |
| 1Y | +3.2% | +18.4% | -15.2% | -1.7% |
| 3Y | -27.1% | +33.1% | -60.2% | -33.2% |
| All | -43.8% | +142.8% | -186.7% | -54.6% |
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