+609.9%
RF vs GNRC
+2,164.8%
-1,554.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -2.2% |
| 7D | -1.3% | +2.5% | -3.8% | -2.3% |
| 30D | +4.6% | -11.2% | +15.8% | +7.4% |
| 3M | -8.4% | -10.1% | +1.7% | -7.3% |
| 6M | +8.9% | -28.5% | +37.4% | +16.1% |
| YTD | +8.8% | +42.3% | -33.4% | -8.3% |
| 1Y | +18.9% | +22.8% | -3.9% | +4.6% |
| 3Y | +116.0% | +87.3% | +28.6% | +59.4% |
| 5Y | +46.0% | -56.9% | +102.9% | +58.4% |
| 10Y | +231.7% | +384.9% | -153.1% | +40.4% |
| All | +609.9% | +2,164.8% | -1,554.9% | +37.6% |
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 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