-35.7%
AUR vs GNRC
-42.2%
+6.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | -0.1% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -6.4% | -15.7% | +9.3% | +3.2% |
| 3M | +7.7% | -27.3% | +35.0% | +27.7% |
| 6M | +44.5% | -12.1% | +56.5% | +49.5% |
| YTD | +67.4% | +37.1% | +30.3% | +29.0% |
| 1Y | +15.4% | -0.5% | +15.9% | +6.6% |
| 3Y | +94.8% | +61.5% | +33.3% | +26.1% |
| 5Y | -35.1% | -58.6% | +23.5% | -16.2% |
| All | -35.7% | -42.2% | +6.5% | -18.4% |
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 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