+598.2%
RTX vs GNRC
+2,120.5%
-1,522.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.3% |
| 7D | -3.1% | +4.8% | -7.9% | -3.9% |
| 30D | -10.6% | -10.4% | -0.2% | -8.9% |
| 3M | +11.6% | -28.5% | +40.1% | +17.4% |
| 6M | -4.5% | -6.8% | +2.3% | -5.1% |
| YTD | +9.6% | +39.5% | -29.9% | +0.1% |
| 1Y | +30.8% | +3.4% | +27.4% | +25.6% |
| 3Y | +152.8% | +65.1% | +87.7% | +113.9% |
| 5Y | +167.1% | -57.1% | +224.2% | +183.5% |
| 10Y | +275.2% | +432.5% | -157.3% | +109.6% |
| All | +598.2% | +2,120.5% | -1,522.3% | +168.0% |
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