+366.8%
GNRC vs RBA
+207.2%
+159.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.5% |
| 7D | +7.9% | +1.7% | +6.2% | +7.1% |
| 30D | -3.7% | +8.3% | -12.0% | -7.3% |
| 3M | -11.9% | +10.5% | -22.5% | -16.3% |
| 6M | -28.6% | -5.9% | -22.7% | -28.1% |
| YTD | +39.9% | -6.9% | +46.8% | +39.8% |
| 1Y | +23.4% | -4.9% | +28.2% | +22.2% |
| 3Y | +84.2% | +64.5% | +19.8% | +39.6% |
| 5Y | -57.3% | +46.1% | -103.4% | -66.6% |
| All | +366.8% | +207.2% | +159.6% | +163.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 10y: compounded portfolio wealth divided by compounded RBA 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…
10y analysis · Full analysis span regression · 6 months rolling