+140.1%
RBRK vs GPC
-8.9%
+149.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.9% | -3.9% | -3.2% |
| 7D | +1.9% | -0.6% | +2.5% | +2.0% |
| 30D | -9.3% | +1.3% | -10.6% | -9.5% |
| 3M | +23.8% | +37.1% | -13.3% | +17.7% |
| 6M | +55.4% | +23.2% | +32.2% | +50.2% |
| YTD | +16.1% | +13.1% | +3.1% | +13.5% |
| 1Y | -9.8% | +0.9% | -10.7% | -10.0% |
| All | +140.1% | -8.9% | +149.0% | +142.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling