-24.9%
AR vs GNRC
+379.5%
-404.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -1.2% |
| 7D | -1.8% | +4.8% | -6.7% | -2.9% |
| 30D | +12.6% | -10.4% | +23.0% | +15.2% |
| 3M | +10.0% | -28.5% | +38.5% | +17.3% |
| 6M | +0.6% | -6.8% | +7.4% | -1.0% |
| YTD | +13.4% | +39.5% | -26.1% | -0.7% |
| 1Y | +21.7% | +3.4% | +18.3% | +14.3% |
| 3Y | +45.8% | +65.1% | -19.3% | +16.8% |
| 5Y | +144.3% | -57.1% | +201.3% | +162.8% |
| 10Y | +41.8% | +432.5% | -390.7% | -33.0% |
| All | -24.9% | +379.5% | -404.3% | -64.7% |
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