+114.1%
AS vs GNRC
+65.1%
+49.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.5% | -4.4% | -3.3% |
| 7D | -2.6% | +4.8% | -7.5% | -3.9% |
| 30D | -22.1% | -10.4% | -11.8% | -20.1% |
| 3M | -15.3% | -28.5% | +13.1% | -8.2% |
| 6M | -15.6% | -6.8% | -8.8% | -16.9% |
| YTD | -23.2% | +39.5% | -62.7% | -35.4% |
| 1Y | -21.7% | +3.4% | -25.1% | -26.9% |
| All | +114.1% | +65.1% | +49.0% | +57.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling