+71.1%
RPRX vs GFI
+524.1%
-453.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | -0.2% |
| 7D | -8.4% | -4.9% | -3.5% | -8.1% |
| 30D | -0.6% | +10.7% | -11.4% | -1.2% |
| 3M | +6.4% | +25.6% | -19.2% | +4.9% |
| 6M | +26.6% | -8.3% | +34.8% | +26.7% |
| YTD | +53.8% | +6.3% | +47.5% | +51.8% |
| 1Y | +62.8% | +22.1% | +40.7% | +58.6% |
| 3Y | +118.0% | +289.2% | -171.2% | +92.2% |
| All | +71.1% | +524.1% | -453.0% | +53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling