+117.9%
RF vs GNRC
+89.5%
+28.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -1.5% |
| 7D | -1.3% | +2.5% | -3.8% | -1.9% |
| 30D | +4.6% | -11.2% | +15.8% | +6.5% |
| 3M | -8.4% | -10.1% | +1.7% | -7.4% |
| 6M | +8.9% | -28.5% | +37.4% | +14.4% |
| YTD | +8.8% | +42.3% | -33.4% | -7.2% |
| 1Y | +18.9% | +22.8% | -3.9% | +5.6% |
| All | +117.9% | +89.5% | +28.3% | +39.7% |
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