-59.0%
GNRC vs RACE
+87.3%
-146.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.1% | -1.5% |
| 7D | +3.2% | -2.6% | +5.8% | +4.5% |
| 30D | -9.5% | -1.1% | -8.4% | -9.2% |
| 3M | -28.5% | +12.5% | -41.1% | -33.5% |
| 6M | -10.0% | +17.4% | -27.4% | -18.9% |
| YTD | +36.7% | +10.1% | +26.6% | +27.2% |
| 1Y | +2.6% | -15.1% | +17.7% | +9.1% |
| 3Y | +61.9% | +38.9% | +23.0% | +2.5% |
| 5Y | -59.0% | +90.7% | -149.7% | -81.8% |
| All | -59.0% | +87.3% | -146.3% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling