-12.5%
EFX vs GNRC
+61.6%
-74.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | +0.2% |
| 7D | -4.5% | -0.2% | -4.4% | -4.5% |
| 30D | -6.1% | -15.7% | +9.7% | -3.9% |
| 3M | +6.2% | -27.3% | +33.5% | +10.3% |
| 6M | -11.2% | -12.1% | +0.8% | -12.5% |
| YTD | -21.4% | +37.1% | -58.5% | -31.9% |
| 1Y | -34.3% | -0.5% | -33.9% | -38.3% |
| 3Y | -12.5% | +61.5% | -74.0% | -30.0% |
| All | -12.5% | +61.6% | -74.1% | -30.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling