+12.9%
RRX vs GFI
+29.3%
-16.4%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.0% | +2.7% | +3.5% |
| 7D | -0.3% | -2.7% | +2.3% | +0.2% |
| 30D | -6.1% | +13.2% | -19.4% | -8.6% |
| 3M | -23.1% | +28.5% | -51.5% | -27.8% |
| 6M | -19.5% | -6.2% | -13.4% | -19.5% |
| YTD | +16.1% | +8.7% | +7.3% | +12.3% |
| 1Y | +12.9% | +24.8% | -11.9% | +5.1% |
| All | +12.9% | +29.3% | -16.4% | +5.1% |
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