+2.1%
AS vs GNRC
+17.5%
-15.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -9.5% | +14.7% | +6.0% |
| 7D | +13.8% | -6.0% | +19.7% | +14.2% |
| 30D | +16.7% | -12.0% | +28.7% | +17.9% |
| 3M | -11.5% | -13.4% | +1.9% | -10.2% |
| 6M | -5.5% | -26.4% | +20.8% | -2.4% |
| YTD | -14.2% | +38.8% | -53.0% | -21.0% |
| 1Y | +2.1% | +20.9% | -18.8% | -2.4% |
| All | +2.1% | +17.5% | -15.5% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling