-57.4%
GNRC vs EFV
+95.9%
-153.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +1.5% |
| 7D | -0.2% | -0.8% | +0.6% | +0.9% |
| 30D | -15.7% | +0.6% | -16.4% | -16.4% |
| 3M | -27.3% | +7.5% | -34.9% | -34.2% |
| 6M | -12.1% | +13.0% | -25.1% | -25.6% |
| YTD | +37.1% | +18.3% | +18.8% | +9.2% |
| 1Y | -0.5% | +26.7% | -27.2% | -27.5% |
| 3Y | +61.5% | +89.6% | -28.1% | -33.6% |
| All | -57.4% | +95.9% | -153.3% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling