+217.3%
RRX vs GWRE
+131.0%
+86.3%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.6% | +3.1% | +3.5% |
| 7D | -0.3% | -13.2% | +12.9% | +2.9% |
| 30D | -6.1% | -18.6% | +12.4% | -2.8% |
| 3M | -23.1% | +18.9% | -41.9% | -29.1% |
| 6M | -19.5% | -11.0% | -8.6% | -21.5% |
| YTD | +16.1% | -29.9% | +46.0% | +21.3% |
| 1Y | +12.9% | -44.3% | +57.3% | +28.0% |
| 3Y | +7.9% | +51.7% | -43.7% | -20.4% |
| 5Y | +19.1% | +15.4% | +3.7% | -5.5% |
| All | +217.3% | +131.0% | +86.3% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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