+654.0%
RF vs GNRC
+2,087.1%
-1,433.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.8% |
| 7D | +1.3% | +1.9% | -0.6% | +0.7% |
| 30D | -3.6% | -13.8% | +10.2% | +0.5% |
| 3M | +8.1% | -32.6% | +40.7% | +19.8% |
| 6M | +11.5% | -15.2% | +26.7% | +13.6% |
| YTD | +15.6% | +37.4% | -21.8% | +0.1% |
| 1Y | +15.7% | +5.1% | +10.5% | +7.8% |
| 3Y | +86.9% | +57.5% | +29.4% | +47.7% |
| 5Y | +89.8% | -58.7% | +148.5% | +110.9% |
| 10Y | +344.7% | +395.5% | -50.8% | +89.7% |
| All | +654.0% | +2,087.1% | -1,433.2% | +50.2% |
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