+76.7%
RPRX vs GFI
+45.3%
+31.4%
-6.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.2% |
| 7D | +5.1% | +3.1% | +2.0% | +5.0% |
| 30D | +11.2% | +27.1% | -15.9% | +10.6% |
| 3M | +16.7% | +21.2% | -4.4% | +16.1% |
| 6M | +36.0% | -4.5% | +40.5% | +35.3% |
| YTD | +67.8% | +11.7% | +56.1% | +66.4% |
| 1Y | +76.7% | +46.0% | +30.6% | +72.6% |
| All | +76.7% | +45.3% | +31.4% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling