-43.7%
GPN vs RRX
+17.8%
-61.5%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -1.2% |
| 7D | -4.3% | -0.3% | -4.0% | -4.3% |
| 30D | 0.0% | -6.1% | +6.1% | +1.9% |
| 3M | +35.8% | -23.1% | +58.9% | +45.1% |
| 6M | +22.0% | -19.5% | +41.5% | +25.9% |
| YTD | +15.2% | +16.1% | -0.9% | +1.4% |
| 1Y | +3.5% | +12.9% | -9.4% | -8.7% |
| 3Y | -26.9% | +7.9% | -34.9% | -37.1% |
| All | -43.7% | +17.8% | -61.5% | -55.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling