+2,110.1%
GNRC vs GFI
+542.4%
+1,567.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.0% |
| 7D | -0.2% | -4.9% | +4.7% | +0.1% |
| 30D | -15.7% | +10.7% | -26.5% | -16.4% |
| 3M | -27.3% | +25.6% | -53.0% | -28.7% |
| 6M | -12.1% | -8.3% | -3.8% | -12.0% |
| YTD | +37.1% | +6.3% | +30.8% | +35.8% |
| 1Y | -0.5% | +22.1% | -22.5% | -2.4% |
| 3Y | +61.5% | +289.2% | -227.7% | +45.7% |
| 5Y | -58.6% | +531.7% | -590.2% | -63.9% |
| 10Y | +446.3% | +1,043.8% | -597.5% | +360.8% |
| All | +2,110.1% | +542.4% | +1,567.7% | +1,894.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling