-27.1%
GPN vs RRX
+5.4%
-32.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -1.2% |
| 7D | -4.6% | -0.3% | -4.2% | -4.5% |
| 30D | -0.3% | -6.1% | +5.9% | +1.2% |
| 3M | +35.4% | -23.1% | +58.5% | +42.7% |
| 6M | +21.7% | -19.5% | +41.2% | +24.5% |
| YTD | +14.9% | +16.1% | -1.2% | +2.9% |
| 1Y | +3.2% | +12.9% | -9.7% | -7.4% |
| 3Y | -27.1% | +7.9% | -35.1% | -35.9% |
| All | -27.1% | +5.4% | -32.5% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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