+437.0%
GNRC vs RUN
-33.9%
+470.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.6% | -2.1% |
| 7D | -0.7% | -3.4% | +2.6% | 0.0% |
| 30D | -15.8% | -14.0% | -1.9% | -13.0% |
| 3M | -24.0% | -27.5% | +3.5% | -18.6% |
| 6M | -13.8% | -29.0% | +15.2% | -8.0% |
| YTD | +33.2% | -53.1% | +86.3% | +51.4% |
| 1Y | -1.8% | -46.7% | +44.9% | +6.9% |
| 3Y | +57.7% | -38.3% | +96.0% | +26.7% |
| 5Y | -59.7% | -80.7% | +20.9% | -59.5% |
| 10Y | +430.7% | +42.4% | +388.3% | +267.0% |
| All | +437.0% | -33.9% | +470.9% | +286.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling