-13.8%
GNRC vs TRU
+2.0%
-15.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.6% |
| 7D | -0.7% | -9.4% | +8.6% | -1.8% |
| 30D | -15.8% | -4.1% | -11.7% | -16.2% |
| 3M | -24.0% | +13.6% | -37.6% | -23.4% |
| 6M | -13.8% | +3.6% | -17.4% | -10.5% |
| All | -13.8% | +2.0% | -15.8% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 6mo: compounded portfolio wealth divided by compounded TRU 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…
6mo analysis · Full analysis span regression · 6 months rolling