+206.0%
RRX vs GPC
+87.0%
+119.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.5% |
| 7D | -3.7% | -1.8% | -2.0% | -2.8% |
| 30D | -9.3% | +0.1% | -9.4% | -9.5% |
| 3M | -21.8% | +37.4% | -59.2% | -37.3% |
| 6M | -22.0% | +25.4% | -47.4% | -33.6% |
| YTD | +11.9% | +12.2% | -0.2% | +0.6% |
| 1Y | +11.6% | -0.3% | +11.9% | +8.1% |
| 3Y | +2.2% | -1.6% | +3.8% | -4.4% |
| 5Y | +14.9% | +31.0% | -16.1% | -12.7% |
| All | +206.0% | +87.0% | +119.0% | +80.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GPC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling