+420.2%
RSG vs GPC
+88.6%
+331.7%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.1% |
| 30D | +3.7% | +1.3% | +2.4% | +3.2% |
| 3M | +6.2% | +37.1% | -30.9% | -3.6% |
| 6M | -2.8% | +23.2% | -26.0% | -9.2% |
| YTD | +5.9% | +13.1% | -7.2% | +0.7% |
| 1Y | -1.8% | +0.9% | -2.6% | -3.3% |
| 3Y | +57.5% | -0.8% | +58.3% | +51.1% |
| 5Y | +91.1% | +31.1% | +60.0% | +62.5% |
| All | +420.2% | +88.6% | +331.7% | +265.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling