+11.5%
RRX vs GFI
+45.3%
-33.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.7% | +0.5% |
| 7D | +3.4% | +3.1% | +0.3% | +2.8% |
| 30D | -11.1% | +27.1% | -38.2% | -15.6% |
| 3M | -23.7% | +21.2% | -44.9% | -27.2% |
| 6M | -22.0% | -4.5% | -17.5% | -22.3% |
| YTD | +16.5% | +11.7% | +4.7% | +12.2% |
| 1Y | +11.5% | +46.0% | -34.5% | +2.8% |
| All | +11.5% | +45.3% | -33.8% | +2.8% |
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