-57.4%
GNRC vs RRC
+142.3%
-199.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +3.4% |
| 7D | -0.2% | -2.0% | +1.8% | +0.3% |
| 30D | -15.7% | +2.4% | -18.1% | -16.3% |
| 3M | -27.3% | +8.6% | -35.9% | -29.2% |
| 6M | -12.1% | -1.4% | -10.6% | -12.7% |
| YTD | +37.1% | +17.3% | +19.8% | +29.1% |
| 1Y | -0.5% | +18.1% | -18.6% | -7.0% |
| 3Y | +61.5% | +32.8% | +28.7% | +42.8% |
| All | -57.4% | +142.3% | -199.6% | -66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling