+435.3%
GNRC vs RRC
+4.9%
+430.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.2% |
| 7D | -0.2% | -1.8% | +1.6% | +0.1% |
| 30D | -15.7% | +2.7% | -18.4% | -16.1% |
| 3M | -27.3% | +8.8% | -36.2% | -28.5% |
| 6M | -12.1% | -1.2% | -10.9% | -12.5% |
| YTD | +37.1% | +17.6% | +19.6% | +32.6% |
| 1Y | -0.5% | +18.4% | -18.9% | -4.1% |
| 3Y | +61.5% | +33.1% | +28.4% | +51.6% |
| 5Y | -58.6% | +148.2% | -206.7% | -64.5% |
| All | +435.3% | +4.9% | +430.4% | +373.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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