+142.2%
AS vs GNRC
+63.8%
+78.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.8% | -3.6% | +1.5% |
| 7D | +5.8% | -6.6% | +12.4% | +7.1% |
| 30D | +15.4% | -16.1% | +31.4% | +19.6% |
| 3M | -11.9% | -11.1% | -0.8% | -10.6% |
| 6M | -9.9% | -29.9% | +20.0% | -3.4% |
| YTD | -13.1% | +38.4% | -51.5% | -27.7% |
| 1Y | +9.9% | +21.5% | -11.7% | -4.4% |
| All | +142.2% | +63.8% | +78.4% | +76.2% |
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