-56.1%
GNRC vs REPL
-35.0%
-21.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.1% |
| 7D | +7.9% | +1.2% | +6.7% | +7.8% |
| 30D | -3.7% | +92.2% | -95.9% | -7.6% |
| 3M | -11.9% | +44.1% | -56.1% | -14.2% |
| 6M | -28.6% | +313.0% | -341.6% | -37.8% |
| YTD | +39.9% | +125.2% | -85.3% | +21.2% |
| 1Y | +23.4% | +143.8% | -120.4% | +6.0% |
| 3Y | +84.2% | +104.2% | -20.0% | +19.0% |
| All | -56.1% | -35.0% | -21.1% | -67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling