+16.9%
APA vs GNRC
+61.6%
-44.7%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | 0.0% |
| 7D | +4.6% | -0.2% | +4.8% | +4.6% |
| 30D | +11.9% | -15.7% | +27.6% | +15.0% |
| 3M | +22.5% | -27.3% | +49.8% | +28.3% |
| 6M | +37.5% | -12.1% | +49.6% | +35.7% |
| YTD | +87.2% | +37.1% | +50.0% | +60.1% |
| 1Y | +101.4% | -0.5% | +101.9% | +87.6% |
| 3Y | +16.9% | +61.5% | -44.6% | -5.1% |
| All | +16.9% | +61.6% | -44.7% | -5.1% |
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 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