+297.0%
GNRC vs USFR
+27.7%
+269.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | -0.2% | +0.1% | -0.3% | -0.2% |
| 30D | -15.7% | +0.4% | -16.1% | -15.8% |
| 3M | -27.3% | +1.0% | -28.4% | -27.5% |
| 6M | -12.1% | +2.0% | -14.0% | -12.5% |
| YTD | +37.1% | +2.8% | +34.4% | +36.1% |
| 1Y | -0.5% | +4.1% | -4.6% | -1.6% |
| 3Y | +61.5% | +14.1% | +47.4% | +55.3% |
| 5Y | -58.6% | +20.6% | -79.1% | -61.0% |
| 10Y | +446.3% | +28.1% | +418.1% | +410.2% |
| All | +297.0% | +27.7% | +269.3% | +274.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling