+84.2%
GNRC vs RL
+250.5%
-166.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | +7.9% | +2.6% | +5.3% | +6.8% |
| 30D | -3.7% | +2.9% | -6.6% | -4.9% |
| 3M | -11.9% | 0.0% | -12.0% | -12.2% |
| 6M | -28.6% | +17.1% | -45.7% | -34.0% |
| YTD | +39.9% | +10.1% | +29.8% | +32.1% |
| 1Y | +23.4% | +17.3% | +6.1% | +13.1% |
| 3Y | +84.2% | +249.3% | -165.1% | +9.0% |
| All | +84.2% | +250.5% | -166.3% | +9.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling