-0.5%
GNRC vs RCAT
-14.2%
+13.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.1% |
| 7D | -0.2% | -4.9% | +4.7% | +0.5% |
| 30D | -15.7% | -22.9% | +7.1% | -12.8% |
| 3M | -27.3% | -33.7% | +6.4% | -23.9% |
| 6M | -12.1% | -50.7% | +38.7% | -6.2% |
| YTD | +37.1% | +0.4% | +36.7% | +30.1% |
| 1Y | -0.5% | -27.6% | +27.2% | -3.0% |
| All | -0.5% | -14.2% | +13.7% | -3.0% |
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