+435.3%
GNRC vs RBA
+206.5%
+228.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.8% | -0.9% | +1.3% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -15.7% | -2.9% | -12.8% | -14.9% |
| 3M | -27.3% | -20.9% | -6.4% | -20.5% |
| 6M | -12.1% | -17.7% | +5.6% | -5.7% |
| YTD | +37.1% | -18.2% | +55.3% | +45.7% |
| 1Y | -0.5% | -29.1% | +28.6% | +13.0% |
| 3Y | +61.5% | +29.5% | +32.0% | +36.4% |
| 5Y | -58.6% | +40.2% | -98.8% | -67.0% |
| All | +435.3% | +206.5% | +228.9% | +210.7% |
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