+540.4%
EFX vs GNRC
+2,020.8%
-1,480.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.5% | +0.5% |
| 7D | -11.1% | -0.7% | -10.4% | -11.0% |
| 30D | -7.4% | -15.8% | +8.5% | -4.1% |
| 3M | +1.5% | -24.0% | +25.5% | +6.1% |
| 6M | -13.7% | -13.8% | +0.1% | -13.4% |
| YTD | -21.9% | +33.2% | -55.1% | -30.1% |
| 1Y | -30.8% | -1.8% | -29.0% | -33.9% |
| 3Y | -12.4% | +57.7% | -70.1% | -27.3% |
| 5Y | -35.9% | -59.7% | +23.8% | -32.3% |
| 10Y | +41.0% | +430.7% | -389.7% | -18.2% |
| All | +540.4% | +2,020.8% | -1,480.4% | +152.7% |
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