+2,114.4%
GNRC vs RBA
+488.0%
+1,626.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.0% | +2.2% |
| 7D | +1.9% | -2.9% | +4.9% | +3.2% |
| 30D | -13.8% | -12.3% | -1.5% | -9.3% |
| 3M | -32.6% | -20.5% | -12.1% | -26.6% |
| 6M | -15.2% | -18.5% | +3.4% | -8.8% |
| YTD | +37.4% | -18.2% | +55.6% | +46.0% |
| 1Y | +5.1% | -27.5% | +32.7% | +17.7% |
| 3Y | +57.5% | +38.1% | +19.4% | +30.8% |
| 5Y | -58.7% | +44.8% | -103.5% | -66.9% |
| 10Y | +395.5% | +187.1% | +208.4% | +188.5% |
| All | +2,114.4% | +488.0% | +1,626.4% | +798.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling