-59.7%
GNRC vs RBA
+36.6%
-96.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.2% |
| 7D | -0.7% | -3.3% | +2.5% | +0.7% |
| 30D | -15.8% | -9.8% | -6.1% | -12.2% |
| 3M | -24.0% | -23.5% | -0.6% | -15.6% |
| 6M | -13.8% | -21.5% | +7.7% | -5.6% |
| YTD | +33.2% | -21.2% | +54.4% | +43.4% |
| 1Y | -1.8% | -30.2% | +28.4% | +12.4% |
| 3Y | +57.7% | +25.3% | +32.4% | +31.5% |
| 5Y | -59.7% | +35.1% | -94.9% | -70.8% |
| All | -59.7% | +36.6% | -96.3% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling