+61.1%
GNRC vs RBA
+26.3%
+34.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.7% |
| 7D | +3.2% | -1.9% | +5.1% | +3.8% |
| 30D | -9.5% | -13.0% | +3.5% | -5.4% |
| 3M | -28.5% | -23.1% | -5.4% | -22.4% |
| 6M | -10.0% | -22.6% | +12.6% | -2.7% |
| YTD | +36.7% | -20.4% | +57.1% | +43.5% |
| 1Y | +2.6% | -29.6% | +32.2% | +13.7% |
| All | +61.1% | +26.3% | +34.8% | +39.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling