+544.1%
EFX vs GNRC
+2,082.9%
-1,538.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.4% | -0.1% |
| 7D | -4.5% | -0.2% | -4.4% | -4.5% |
| 30D | -6.1% | -15.7% | +9.7% | -2.8% |
| 3M | +6.2% | -27.3% | +33.5% | +12.4% |
| 6M | -11.2% | -12.1% | +0.8% | -11.3% |
| YTD | -21.4% | +37.1% | -58.5% | -30.1% |
| 1Y | -34.3% | -0.5% | -33.9% | -37.4% |
| 3Y | -12.5% | +61.5% | -74.0% | -27.7% |
| 5Y | -35.6% | -58.6% | +23.0% | -32.3% |
| 10Y | +41.8% | +446.3% | -404.5% | -18.3% |
| All | +544.1% | +2,082.9% | -1,538.8% | +152.6% |
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