+2,047.2%
GNRC vs EFV
+234.6%
+1,812.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.3% |
| 7D | -0.7% | -2.0% | +1.3% | +1.2% |
| 30D | -15.8% | -0.2% | -15.7% | -15.7% |
| 3M | -24.0% | +9.1% | -33.2% | -30.1% |
| 6M | -13.8% | +11.7% | -25.5% | -22.4% |
| YTD | +33.2% | +17.0% | +16.2% | +15.0% |
| 1Y | -1.8% | +26.7% | -28.5% | -21.1% |
| 3Y | +57.7% | +90.2% | -32.4% | -12.7% |
| 5Y | -59.7% | +96.1% | -155.8% | -77.8% |
| 10Y | +430.7% | +164.5% | +266.2% | +127.8% |
| All | +2,047.2% | +234.6% | +1,812.6% | +671.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling