+3,874.2%
RRX vs GPC
+2,341.8%
+1,532.4%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.5% |
| 7D | +3.4% | +1.2% | +2.3% | +2.8% |
| 30D | -11.1% | +6.0% | -17.1% | -14.1% |
| 3M | -23.7% | +42.6% | -66.4% | -38.7% |
| 6M | -22.0% | +22.8% | -44.7% | -31.7% |
| YTD | +16.5% | +15.5% | +1.0% | +4.5% |
| 1Y | +11.5% | +2.0% | +9.5% | +7.2% |
| 3Y | +1.5% | -1.4% | +3.0% | -3.6% |
| 5Y | +18.3% | +30.6% | -12.3% | -4.6% |
| 10Y | +209.8% | +80.6% | +129.2% | +103.8% |
| All | +3,874.2% | +2,341.8% | +1,532.4% | +1,107.5% |
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