+20.9%
GPN vs RSG
-2.8%
+23.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +1.7% |
| 7D | -3.5% | -1.8% | -1.7% | -3.7% |
| 30D | +3.1% | +2.8% | +0.3% | +3.4% |
| 3M | +42.3% | +4.3% | +38.0% | +43.6% |
| 6M | +20.9% | -0.5% | +21.4% | +19.4% |
| All | +20.9% | -2.8% | +23.7% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 6mo: compounded portfolio wealth divided by compounded RSG 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…
6mo analysis · Full analysis span regression · 6 months rolling