+120.4%
AS vs GNRC
+62.6%
+57.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.9% |
| 7D | -4.9% | +1.9% | -6.8% | -5.4% |
| 30D | -19.6% | -13.8% | -5.8% | -16.5% |
| 3M | -14.4% | -32.6% | +18.3% | -5.5% |
| 6M | -20.1% | -15.2% | -4.9% | -19.0% |
| YTD | -20.9% | +37.4% | -58.3% | -33.2% |
| 1Y | -21.9% | +5.1% | -27.0% | -27.8% |
| All | +120.4% | +62.6% | +57.8% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling