+1,102.7%
RSG vs GNRC
+2,082.9%
-980.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | +0.4% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | +4.0% | -15.7% | +19.7% | +5.8% |
| 3M | +7.4% | -27.3% | +34.7% | +10.6% |
| 6M | +0.1% | -12.1% | +12.2% | +0.1% |
| YTD | +6.0% | +37.1% | -31.1% | -0.1% |
| 1Y | -3.0% | -0.5% | -2.5% | -5.3% |
| 3Y | +56.5% | +61.5% | -5.0% | +39.7% |
| 5Y | +90.9% | -58.6% | +149.5% | +99.4% |
| 10Y | +428.7% | +446.3% | -17.6% | +247.2% |
| All | +1,102.7% | +2,082.9% | -980.2% | +489.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling