+61.5%
GNRC vs GFI
+287.6%
-226.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.1% |
| 7D | -0.2% | -4.9% | +4.7% | +0.4% |
| 30D | -15.7% | +10.7% | -26.5% | -16.9% |
| 3M | -27.3% | +25.6% | -53.0% | -29.8% |
| 6M | -12.1% | -8.3% | -3.8% | -12.0% |
| YTD | +37.1% | +6.3% | +30.8% | +34.9% |
| 1Y | -0.5% | +22.1% | -22.5% | -3.5% |
| 3Y | +61.5% | +289.2% | -227.7% | +27.3% |
| All | +61.5% | +287.6% | -226.1% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling