+82.0%
RPRX vs GFI
+6.9%
+75.1%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.3% | -4.6% | +1.4% |
| 7D | +4.2% | +1.4% | +2.8% | +4.1% |
| 30D | +19.2% | +3.0% | +16.3% | +19.0% |
| 3M | +18.0% | +10.2% | +7.8% | +17.5% |
| 6M | +35.7% | -10.1% | +45.8% | +36.3% |
| YTD | +77.2% | -11.4% | +88.7% | +71.5% |
| 1Y | +82.0% | +8.4% | +73.6% | +69.5% |
| All | +82.0% | +6.9% | +75.1% | +69.5% |
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