+420.8%
RSG vs GNRC
+448.8%
-28.0%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | +0.5% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +4.0% | -15.7% | +19.7% | +5.6% |
| 3M | +7.4% | -27.3% | +34.7% | +10.2% |
| 6M | +0.1% | -12.1% | +12.2% | 0.0% |
| YTD | +6.0% | +37.1% | -31.1% | +0.2% |
| 1Y | -3.0% | -0.5% | -2.5% | -5.2% |
| 3Y | +56.5% | +61.5% | -5.0% | +39.9% |
| 5Y | +90.9% | -58.6% | +149.5% | +106.6% |
| All | +420.8% | +448.8% | -28.0% | +198.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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