+435.3%
GNRC vs RL
+311.3%
+124.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.6% |
| 7D | -0.2% | -3.4% | +3.3% | +1.2% |
| 30D | -15.7% | -14.4% | -1.3% | -10.5% |
| 3M | -27.3% | -13.6% | -13.8% | -23.5% |
| 6M | -12.1% | +0.6% | -12.6% | -13.3% |
| YTD | +37.1% | -3.6% | +40.7% | +37.3% |
| 1Y | -0.5% | +8.3% | -8.8% | -4.9% |
| 3Y | +61.5% | +204.8% | -143.3% | +0.8% |
| 5Y | -58.6% | +232.9% | -291.5% | -75.2% |
| All | +435.3% | +311.3% | +124.1% | +179.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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