-0.5%
GNRC vs RACE
-12.0%
+11.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.7% | +2.7% |
| 7D | -0.2% | +0.9% | -1.1% | -0.4% |
| 30D | -15.7% | +1.6% | -17.3% | -16.1% |
| 3M | -27.3% | +13.2% | -40.5% | -29.5% |
| 6M | -12.1% | +22.9% | -34.9% | -16.6% |
| YTD | +37.1% | +13.3% | +23.9% | +32.6% |
| 1Y | -0.5% | -12.7% | +12.2% | -4.2% |
| All | -0.5% | -12.0% | +11.6% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 1y: compounded portfolio wealth divided by compounded RACE 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…
1y analysis · Full analysis span regression · 6 months rolling