+2.0%
RDW vs GNRC
-26.1%
+28.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.9% | -5.2% | -3.7% |
| 7D | +0.9% | -0.2% | +1.0% | +0.9% |
| 30D | -21.3% | -15.7% | -5.5% | -14.9% |
| 3M | -37.9% | -27.3% | -10.5% | -28.6% |
| 6M | +12.3% | -12.1% | +24.3% | +18.6% |
| YTD | +39.7% | +37.1% | +2.6% | +20.4% |
| 1Y | +25.7% | -0.5% | +26.1% | +23.2% |
| 3Y | +230.8% | +61.5% | +169.3% | +163.0% |
| 5Y | -8.8% | -58.6% | +49.8% | +1.0% |
| All | +2.0% | -26.1% | +28.2% | +9.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling