+217.3%
RRX vs GFI
+1,093.3%
-876.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.6% |
| 7D | -0.3% | -2.7% | +2.3% | -0.2% |
| 30D | -6.1% | +13.2% | -19.4% | -6.8% |
| 3M | -23.1% | +28.5% | -51.5% | -24.3% |
| 6M | -19.5% | -6.2% | -13.4% | -19.6% |
| YTD | +16.1% | +8.7% | +7.3% | +15.2% |
| 1Y | +12.9% | +24.8% | -11.9% | +11.4% |
| 3Y | +7.9% | +298.0% | -290.1% | +0.8% |
| 5Y | +19.1% | +546.0% | -526.9% | +8.2% |
| All | +217.3% | +1,093.3% | -876.0% | +212.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling