+29.5%
A vs GNRC
+57.0%
-27.5%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.6% |
| 7D | -4.6% | -0.7% | -3.8% | -4.5% |
| 30D | -4.3% | -15.8% | +11.6% | -1.3% |
| 3M | +8.9% | -24.0% | +33.0% | +13.6% |
| 6M | +24.5% | -13.8% | +38.3% | +25.1% |
| YTD | +5.8% | +33.2% | -27.4% | -5.8% |
| 1Y | +16.2% | -1.8% | +18.0% | +11.3% |
| All | +29.5% | +57.0% | -27.5% | +7.5% |
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