+866.4%
RMD vs GNRC
+2,120.5%
-1,254.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.5% | -4.7% | -3.5% |
| 7D | -4.5% | +4.8% | -9.3% | -5.3% |
| 30D | +4.6% | -10.4% | +15.0% | +6.5% |
| 3M | +14.8% | -28.5% | +43.2% | +20.9% |
| 6M | -12.1% | -6.8% | -5.3% | -12.8% |
| YTD | -7.5% | +39.5% | -47.0% | -15.9% |
| 1Y | -20.1% | +3.4% | -23.5% | -23.4% |
| 3Y | +53.9% | +65.1% | -11.3% | +30.5% |
| 5Y | -22.2% | -57.1% | +34.9% | -18.8% |
| 10Y | +268.2% | +432.5% | -164.3% | +130.2% |
| All | +866.4% | +2,120.5% | -1,254.1% | +327.1% |
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 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