+338.0%
RF vs GNRC
+448.8%
-110.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.3% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -3.7% | -15.7% | +12.0% | +1.1% |
| 3M | +5.3% | -27.3% | +32.7% | +14.2% |
| 6M | +17.2% | -12.1% | +29.3% | +18.0% |
| YTD | +14.5% | +37.1% | -22.6% | -1.0% |
| 1Y | +15.9% | -0.5% | +16.4% | +9.8% |
| 3Y | +91.2% | +61.5% | +29.7% | +48.9% |
| 5Y | +90.0% | -58.6% | +148.6% | +119.5% |
| All | +338.0% | +448.8% | -110.8% | +37.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling