+145.9%
AR vs GNRC
-60.2%
+206.1%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | -1.3% | -0.7% | -0.6% | -1.2% |
| 30D | +3.5% | -15.8% | +19.4% | +6.5% |
| 3M | +9.9% | -24.0% | +33.9% | +14.0% |
| 6M | +4.5% | -13.8% | +18.3% | +4.5% |
| YTD | +13.7% | +33.2% | -19.6% | +2.5% |
| 1Y | +19.2% | -1.8% | +21.0% | +14.2% |
| 3Y | +46.2% | +57.7% | -11.6% | +22.8% |
| 5Y | +145.9% | -59.7% | +205.6% | +152.1% |
| All | +145.9% | -60.2% | +206.1% | +152.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling