+86.3%
GNRC vs RACE
+23.0%
+63.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | 0.0% |
| 7D | +11.9% | -4.0% | +15.9% | +12.9% |
| 30D | -10.0% | +3.5% | -13.5% | -10.7% |
| 3M | -13.1% | -0.4% | -12.7% | -13.1% |
| 6M | -28.5% | +23.2% | -51.6% | -32.1% |
| YTD | +41.4% | +11.0% | +30.5% | +37.2% |
| 1Y | +18.8% | -2.2% | +21.0% | +18.2% |
| All | +86.3% | +23.0% | +63.3% | +64.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling