-25.3%
AS vs GNRC
-0.8%
-24.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.9% |
| 7D | -3.9% | -0.7% | -3.1% | -3.7% |
| 30D | -19.0% | -15.8% | -3.2% | -17.2% |
| 3M | -18.8% | -24.0% | +5.2% | -16.1% |
| 6M | -21.0% | -13.8% | -7.2% | -21.2% |
| YTD | -26.6% | +33.2% | -59.8% | -32.0% |
| 1Y | -25.3% | -1.8% | -23.5% | -27.0% |
| All | -25.3% | -0.8% | -24.6% | -27.0% |
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