+691.8%
A vs GNRC
+2,120.5%
-1,428.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.0% |
| 7D | -2.1% | +4.8% | -6.9% | -3.2% |
| 30D | +0.6% | -10.4% | +11.0% | +3.1% |
| 3M | +10.9% | -28.5% | +39.3% | +19.1% |
| 6M | +28.2% | -6.8% | +34.9% | +27.2% |
| YTD | +8.6% | +39.5% | -30.9% | -4.0% |
| 1Y | +15.5% | +3.4% | +12.1% | +9.6% |
| 3Y | +31.8% | +65.1% | -33.3% | +7.1% |
| 5Y | -14.9% | -57.1% | +42.2% | -8.1% |
| 10Y | +237.8% | +432.5% | -194.7% | +70.9% |
| All | +691.8% | +2,120.5% | -1,428.8% | +130.8% |
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