-57.4%
GNRC vs GFI
+538.3%
-595.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.0% | +2.0% | +2.8% |
| 7D | -0.2% | -2.7% | +2.5% | +0.2% |
| 30D | -15.7% | +13.2% | -29.0% | -17.2% |
| 3M | -27.3% | +28.5% | -55.8% | -30.2% |
| 6M | -12.1% | -6.2% | -5.9% | -12.2% |
| YTD | +37.1% | +8.7% | +28.4% | +33.8% |
| 1Y | -0.5% | +24.8% | -25.3% | -5.0% |
| 3Y | +61.5% | +298.0% | -236.5% | +25.6% |
| All | -57.4% | +538.3% | -595.6% | -71.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling