+56.9%
GNRC vs RRC
+31.5%
+25.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.6% |
| 7D | -0.7% | -1.2% | +0.4% | -0.5% |
| 30D | -15.8% | +3.0% | -18.8% | -16.4% |
| 3M | -24.0% | +7.3% | -31.3% | -25.4% |
| 6M | -13.8% | +3.6% | -17.3% | -15.3% |
| YTD | +33.2% | +19.4% | +13.9% | +24.8% |
| 1Y | -1.8% | +21.4% | -23.2% | -9.2% |
| All | +56.9% | +31.5% | +25.5% | +36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling