+267.6%
GNRC vs REPL
-19.2%
+286.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.1% |
| 7D | -0.2% | -14.1% | +13.9% | +0.9% |
| 30D | -15.7% | -15.2% | -0.5% | -14.8% |
| 3M | -27.3% | +49.9% | -77.2% | -32.2% |
| 6M | -12.1% | +63.5% | -75.6% | -25.0% |
| YTD | +37.1% | +32.9% | +4.2% | +18.6% |
| 1Y | -0.5% | +115.0% | -115.4% | -23.0% |
| 3Y | +61.5% | -34.7% | +96.2% | +16.4% |
| 5Y | -58.6% | -59.7% | +1.1% | -69.1% |
| All | +267.6% | -19.2% | +286.8% | +116.6% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 2016-09-11 to 2026-09-11: compounded portfolio wealth divided by compounded REPL 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling