+5.1%
GNRC vs RCAT
-2.3%
+7.5%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.4% | +2.6% |
| 7D | +1.9% | -1.4% | +3.3% | +2.1% |
| 30D | -13.8% | -3.3% | -10.5% | -13.6% |
| 3M | -32.6% | -43.2% | +10.6% | -28.4% |
| 6M | -15.2% | -43.2% | +28.0% | -11.6% |
| YTD | +37.4% | +5.5% | +31.8% | +30.4% |
| 1Y | +5.1% | -1.6% | +6.8% | +0.4% |
| All | +5.1% | -2.3% | +7.5% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 1y: compounded portfolio wealth divided by compounded RCAT 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…
1y analysis · Full analysis span regression · 6 months rolling