+212.1%
RRX vs GPC
+88.6%
+123.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.4% | -3.0% |
| 7D | -0.7% | -0.6% | -0.1% | -0.4% |
| 30D | -8.0% | +1.3% | -9.3% | -8.9% |
| 3M | -25.1% | +37.1% | -62.2% | -39.8% |
| 6M | -18.3% | +23.2% | -41.5% | -29.7% |
| YTD | +14.2% | +13.1% | +1.1% | +2.0% |
| 1Y | +13.0% | +0.9% | +12.2% | +8.7% |
| 3Y | +4.2% | -0.8% | +5.0% | -3.0% |
| 5Y | +17.9% | +31.1% | -13.2% | -10.5% |
| All | +212.1% | +88.6% | +123.5% | +82.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling