+232.1%
EFA vs GNRC
+2,020.8%
-1,788.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.7% | -0.4% |
| 7D | -2.4% | -0.7% | -1.6% | -2.2% |
| 30D | -2.2% | -15.8% | +13.6% | +0.8% |
| 3M | +5.7% | -24.0% | +29.7% | +10.4% |
| 6M | +8.2% | -13.8% | +22.0% | +9.6% |
| YTD | +11.8% | +33.2% | -21.4% | +3.8% |
| 1Y | +18.3% | -1.8% | +20.1% | +15.6% |
| 3Y | +64.9% | +57.7% | +7.2% | +43.1% |
| 5Y | +52.4% | -59.7% | +112.1% | +62.9% |
| 10Y | +142.4% | +430.7% | -288.4% | +42.3% |
| All | +232.1% | +2,020.8% | -1,788.8% | +30.3% |
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 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