+643.1%
RSP vs GNRC
+2,087.1%
-1,444.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.8% | -1.0% |
| 7D | -0.8% | +1.9% | -2.7% | -1.2% |
| 30D | -0.3% | -13.8% | +13.5% | +2.6% |
| 3M | +4.3% | -32.6% | +36.9% | +12.3% |
| 6M | +8.8% | -15.2% | +24.0% | +10.6% |
| YTD | +15.3% | +37.4% | -22.1% | +4.6% |
| 1Y | +18.3% | +5.1% | +13.1% | +13.0% |
| 3Y | +52.8% | +57.5% | -4.7% | +29.4% |
| 5Y | +51.7% | -58.7% | +110.4% | +62.6% |
| 10Y | +208.5% | +395.5% | -187.0% | +75.6% |
| All | +643.1% | +2,087.1% | -1,444.0% | +178.8% |
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