+230.8%
RDW vs GNRC
+61.6%
+169.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -4.1% |
| 7D | +0.9% | -0.2% | +1.0% | +0.9% |
| 30D | -21.3% | -15.7% | -5.5% | -12.9% |
| 3M | -37.9% | -27.3% | -10.5% | -25.9% |
| 6M | +12.3% | -12.1% | +24.3% | +20.0% |
| YTD | +39.7% | +37.1% | +2.6% | +12.8% |
| 1Y | +25.7% | -0.5% | +26.1% | +20.5% |
| 3Y | +230.8% | +61.5% | +169.3% | +134.6% |
| All | +230.8% | +61.6% | +169.2% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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