+87.8%
AAPL vs GNRC
+61.6%
+26.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.3% |
| 7D | +3.8% | -0.2% | +4.0% | +3.8% |
| 30D | +9.9% | -15.7% | +25.7% | +12.5% |
| 3M | +12.5% | -27.3% | +39.8% | +16.8% |
| 6M | +27.6% | -12.1% | +39.7% | +27.1% |
| YTD | +22.6% | +37.1% | -14.6% | +11.3% |
| 1Y | +45.0% | -0.5% | +45.4% | +39.8% |
| 3Y | +87.8% | +61.5% | +26.2% | +51.2% |
| All | +87.8% | +61.6% | +26.2% | +51.2% |
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 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