+20.9%
GNRC vs EFV
+25.8%
-4.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +3.1% | -12.7% | -13.0% |
| 7D | -6.0% | +2.9% | -8.9% | -9.3% |
| 30D | -12.0% | +3.6% | -15.6% | -15.8% |
| 3M | -13.4% | -0.1% | -13.3% | -13.0% |
| 6M | -26.4% | +9.6% | -36.0% | -34.2% |
| YTD | +38.8% | +17.0% | +21.9% | +5.2% |
| 1Y | +20.9% | +25.7% | -4.7% | -22.8% |
| All | +20.9% | +25.8% | -4.9% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 1y: compounded portfolio wealth divided by compounded EFV 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…
1y analysis · Full analysis span regression · 6 months rolling