+579.1%
AU vs GNRC
+61.6%
+517.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.9% | -2.4% | 0.0% |
| 7D | -4.3% | -0.2% | -4.1% | -4.2% |
| 30D | +7.3% | -15.7% | +23.0% | +10.3% |
| 3M | +26.3% | -27.3% | +53.7% | +32.3% |
| 6M | +1.8% | -12.1% | +13.8% | +3.1% |
| YTD | +26.8% | +37.1% | -10.3% | +21.1% |
| 1Y | +66.7% | -0.5% | +67.2% | +64.5% |
| 3Y | +579.1% | +61.5% | +517.6% | +508.1% |
| All | +579.1% | +61.6% | +517.5% | +508.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling