+134.2%
RBRK vs GPC
-10.0%
+144.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | -7.5% | -3.2% | -4.3% | -7.0% |
| 30D | -10.4% | +0.5% | -11.0% | -10.6% |
| 3M | +21.3% | +31.7% | -10.5% | +16.0% |
| 6M | +50.6% | +24.7% | +25.9% | +45.3% |
| YTD | +13.3% | +11.8% | +1.5% | +10.9% |
| 1Y | +11.2% | -3.0% | +14.2% | +11.9% |
| All | +134.2% | -10.0% | +144.2% | +136.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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