+257.1%
GNRC vs REPL
-17.3%
+274.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -8.4% | +5.8% | -1.9% |
| 7D | -0.7% | -13.4% | +12.7% | +0.3% |
| 30D | -15.8% | -3.0% | -12.8% | -15.8% |
| 3M | -24.0% | +56.3% | -80.3% | -29.3% |
| 6M | -13.8% | +60.9% | -74.7% | -26.3% |
| YTD | +33.2% | +36.2% | -3.0% | +15.0% |
| 1Y | -1.8% | +121.0% | -122.8% | -24.2% |
| 3Y | +57.7% | -32.8% | +90.6% | +13.4% |
| 5Y | -59.7% | -58.7% | -1.1% | -70.0% |
| All | +257.1% | -17.3% | +274.4% | +110.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling