+594.1%
GNRC vs RACE
+647.6%
-53.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.3% |
| 7D | +1.9% | -2.5% | +4.4% | +3.1% |
| 30D | -13.8% | +0.8% | -14.6% | -14.3% |
| 3M | -32.6% | +17.2% | -49.8% | -38.1% |
| 6M | -15.2% | +13.6% | -28.8% | -21.5% |
| YTD | +37.4% | +12.2% | +25.2% | +27.5% |
| 1Y | +5.1% | -16.3% | +21.4% | +11.2% |
| 3Y | +57.5% | +36.4% | +21.1% | +21.7% |
| 5Y | -58.7% | +95.0% | -153.7% | -73.5% |
| 10Y | +395.5% | +813.2% | -417.7% | +85.1% |
| All | +594.1% | +647.6% | -53.5% | +141.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling