+19.6%
RRX vs GPC
+29.0%
-9.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +2.0% |
| 7D | +4.3% | +0.2% | +4.1% | +4.1% |
| 30D | -8.0% | -0.4% | -7.6% | -8.0% |
| 3M | -22.0% | +39.2% | -61.2% | -36.4% |
| 6M | -11.9% | +18.2% | -30.1% | -21.2% |
| YTD | +17.1% | +12.1% | +5.0% | +6.3% |
| 1Y | +14.9% | -0.7% | +15.6% | +11.9% |
| 3Y | +6.9% | -1.7% | +8.6% | +0.2% |
| 5Y | +19.6% | +29.3% | -9.7% | -11.0% |
| All | +19.6% | +29.0% | -9.5% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling