+25.1%
RF vs GNRC
+17.5%
+7.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.5% | +11.0% | +2.3% |
| 7D | +2.3% | -6.0% | +8.2% | +2.7% |
| 30D | +7.2% | -12.0% | +19.3% | +8.3% |
| 3M | -8.2% | -13.4% | +5.2% | -7.2% |
| 6M | +7.0% | -26.4% | +33.4% | +8.9% |
| YTD | +10.3% | +38.8% | -28.5% | -3.3% |
| 1Y | +25.1% | +20.9% | +4.2% | +13.9% |
| All | +25.1% | +17.5% | +7.5% | +13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling