+61.5%
GNRC vs USFR
+14.1%
+47.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +3.5% |
| 7D | -0.2% | +0.1% | -0.3% | +0.8% |
| 30D | -15.7% | +0.4% | -16.1% | -13.5% |
| 3M | -27.3% | +1.0% | -28.4% | -21.8% |
| 6M | -12.1% | +2.0% | -14.0% | -1.2% |
| YTD | +37.1% | +2.8% | +34.4% | +57.3% |
| 1Y | -0.5% | +4.1% | -4.6% | +17.2% |
| 3Y | +61.5% | +14.1% | +47.4% | +140.5% |
| All | +61.5% | +14.1% | +47.4% | +140.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling