-21.9%
AS vs GNRC
+6.8%
-28.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +3.2% |
| 7D | -4.9% | +1.9% | -6.8% | -5.1% |
| 30D | -19.6% | -13.8% | -5.8% | -18.0% |
| 3M | -14.4% | -32.6% | +18.3% | -9.6% |
| 6M | -20.1% | -15.2% | -4.9% | -20.2% |
| YTD | -20.9% | +37.4% | -58.3% | -26.8% |
| 1Y | -21.9% | +5.1% | -27.0% | -24.8% |
| All | -21.9% | +6.8% | -28.6% | -24.8% |
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