+271.5%
RMD vs GNRC
+448.8%
-177.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.2% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -3.1% | -15.7% | +12.6% | +0.1% |
| 3M | +13.8% | -27.3% | +41.1% | +20.2% |
| 6M | -8.6% | -12.1% | +3.5% | -8.5% |
| YTD | -8.6% | +37.1% | -45.8% | -18.1% |
| 1Y | -19.7% | -0.5% | -19.2% | -23.1% |
| 3Y | +48.4% | +61.5% | -13.1% | +22.2% |
| 5Y | -22.7% | -58.6% | +35.8% | -15.5% |
| All | +271.5% | +448.8% | -177.4% | +77.1% |
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