+268.3%
GNRC vs REPL
-6.0%
+274.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.6% | +4.0% | +2.5% |
| 7D | +1.9% | -3.0% | +4.9% | +2.1% |
| 30D | -13.8% | +27.1% | -41.0% | -15.6% |
| 3M | -32.6% | +52.4% | -85.0% | -37.1% |
| 6M | -15.2% | +107.4% | -122.6% | -29.3% |
| YTD | +37.4% | +54.7% | -17.3% | +17.5% |
| 1Y | +5.1% | +158.9% | -153.7% | -20.0% |
| 3Y | +57.5% | -23.7% | +81.2% | +12.1% |
| 5Y | -58.7% | -54.3% | -4.4% | -69.4% |
| All | +268.3% | -6.0% | +274.3% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling