+279.2%
RTX vs GNRC
+448.8%
-169.6%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.2% | -0.7% |
| 7D | -1.5% | -0.2% | -1.4% | -1.5% |
| 30D | -11.0% | -15.7% | +4.8% | -8.4% |
| 3M | +7.7% | -27.3% | +35.0% | +12.8% |
| 6M | -3.9% | -12.1% | +8.1% | -3.6% |
| YTD | +9.0% | +37.1% | -28.2% | -0.3% |
| 1Y | +27.3% | -0.5% | +27.7% | +22.9% |
| 3Y | +172.9% | +61.5% | +111.4% | +130.4% |
| 5Y | +165.2% | -58.6% | +223.7% | +198.7% |
| All | +279.2% | +448.8% | -169.6% | +66.3% |
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