+165.8%
RTX vs GNRC
-60.2%
+225.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +0.5% |
| 7D | -2.0% | -0.7% | -1.2% | -1.9% |
| 30D | -11.2% | -15.8% | +4.6% | -9.9% |
| 3M | +12.0% | -24.0% | +36.1% | +14.3% |
| 6M | -3.6% | -13.8% | +10.2% | -3.3% |
| YTD | +9.2% | +33.2% | -24.0% | +4.2% |
| 1Y | +29.7% | -1.8% | +31.5% | +27.3% |
| 3Y | +152.0% | +57.7% | +94.2% | +130.2% |
| 5Y | +165.8% | -59.7% | +225.5% | +170.5% |
| All | +165.8% | -60.2% | +225.9% | +170.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling