+4,368.6%
RRX vs GPC
+2,088.4%
+2,280.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +2.0% |
| 7D | +5.4% | -2.1% | +7.5% | +6.7% |
| 30D | +12.0% | -4.5% | +16.5% | +14.4% |
| 3M | +6.1% | -7.7% | +13.8% | +10.1% |
| 6M | -13.2% | +24.3% | -37.5% | -25.1% |
| YTD | +31.0% | +3.5% | +27.5% | +24.1% |
| 1Y | +38.8% | +0.7% | +38.0% | +33.4% |
| 3Y | +70.3% | 0.0% | +70.3% | +60.4% |
| 5Y | +15.5% | +5.8% | +9.7% | +4.2% |
| 10Y | +213.7% | +75.8% | +137.9% | +108.9% |
| All | +4,368.6% | +2,088.4% | +2,280.2% | +1,334.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling