+435.3%
GNRC vs USFR
+28.1%
+407.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.3% |
| 30D | -15.7% | +0.4% | -16.1% | -15.9% |
| 3M | -27.3% | +1.0% | -28.4% | -27.9% |
| 6M | -12.1% | +2.0% | -14.0% | -13.4% |
| YTD | +37.1% | +2.8% | +34.4% | +33.9% |
| 1Y | -0.5% | +4.1% | -4.6% | -4.1% |
| 3Y | +61.5% | +14.1% | +47.4% | +40.0% |
| 5Y | -58.6% | +20.6% | -79.1% | -67.0% |
| All | +435.3% | +28.1% | +407.2% | +340.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 10y: compounded portfolio wealth divided by compounded USFR 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…
10y analysis · Full analysis span regression · 6 months rolling