-59.7%
GNRC vs RCAT
+177.7%
-237.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -0.7% | -5.4% | +4.6% | -0.2% |
| 30D | -15.8% | -24.2% | +8.4% | -13.8% |
| 3M | -24.0% | -25.8% | +1.8% | -22.4% |
| 6M | -13.8% | -44.9% | +31.1% | -10.8% |
| YTD | +33.2% | +1.9% | +31.3% | +29.4% |
| 1Y | -1.8% | -5.2% | +3.4% | -5.5% |
| 3Y | +57.7% | +759.6% | -701.8% | +8.7% |
| 5Y | -59.7% | +187.5% | -247.3% | -71.1% |
| All | -59.7% | +177.7% | -237.4% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling