+56.1%
RPRX vs GFI
+628.9%
-572.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -4.0% | +4.7% | -8.7% | -4.3% |
| 30D | +4.9% | +14.4% | -9.5% | +4.1% |
| 3M | +9.4% | +32.5% | -23.2% | +7.4% |
| 6M | +33.3% | -7.2% | +40.5% | +33.2% |
| YTD | +59.0% | +10.9% | +48.1% | +56.6% |
| 1Y | +69.2% | +35.5% | +33.8% | +64.0% |
| 3Y | +124.1% | +312.1% | -188.0% | +98.3% |
| 5Y | +77.9% | +524.6% | -446.7% | +52.0% |
| All | +56.1% | +628.9% | -572.8% | +9.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling