+61.5%
GNRC vs RUN
-39.0%
+100.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +3.1% |
| 7D | -0.2% | -3.7% | +3.5% | +0.4% |
| 30D | -15.7% | -13.0% | -2.7% | -14.0% |
| 3M | -27.3% | -31.8% | +4.5% | -23.2% |
| 6M | -12.1% | -32.2% | +20.2% | -7.4% |
| YTD | +37.1% | -53.5% | +90.6% | +49.3% |
| 1Y | -0.5% | -46.5% | +46.1% | +5.6% |
| 3Y | +61.5% | -37.6% | +99.1% | +40.3% |
| All | +61.5% | -39.0% | +100.5% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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