+2,600.4%
GPN vs RRC
+1,257.2%
+1,343.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.1% |
| 7D | -5.6% | +6.4% | -12.0% | -6.5% |
| 30D | +13.6% | +23.9% | -10.3% | +9.7% |
| 3M | -2.8% | +30.2% | -33.0% | -6.9% |
| 6M | +38.1% | +26.3% | +11.8% | +32.5% |
| YTD | +19.9% | +48.1% | -28.2% | +11.9% |
| 1Y | +23.4% | +37.7% | -14.3% | +16.3% |
| 3Y | -12.6% | +60.3% | -72.9% | -20.3% |
| 5Y | -26.6% | +135.3% | -161.9% | -38.5% |
| 10Y | +40.4% | +73.3% | -32.9% | +7.2% |
| All | +2,600.4% | +1,257.2% | +1,343.2% | +1,041.6% |
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 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