+353.3%
GNRC vs TRU
+225.6%
+127.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.4% | -2.5% |
| 7D | -0.7% | -9.4% | +8.6% | +3.8% |
| 30D | -15.8% | -4.1% | -11.7% | -14.6% |
| 3M | -24.0% | +13.6% | -37.6% | -30.5% |
| 6M | -13.8% | +3.6% | -17.4% | -18.2% |
| YTD | +33.2% | -9.8% | +43.0% | +33.7% |
| 1Y | -1.8% | -13.6% | +11.8% | 0.0% |
| 3Y | +57.7% | -2.0% | +59.7% | +39.8% |
| 5Y | -59.7% | -35.8% | -23.9% | -56.3% |
| 10Y | +430.7% | +142.9% | +287.8% | +241.0% |
| All | +353.3% | +225.6% | +127.7% | +164.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling