+67.8%
B vs GNRC
+6.8%
+61.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.7% |
| 7D | -1.6% | +1.9% | -3.5% | -2.0% |
| 30D | +9.4% | -13.8% | +23.3% | +12.8% |
| 3M | +5.0% | -32.6% | +37.6% | +13.2% |
| 6M | -3.5% | -15.2% | +11.6% | -1.5% |
| YTD | +4.5% | +37.4% | -32.9% | -3.9% |
| 1Y | +67.8% | +5.1% | +62.6% | +65.6% |
| All | +67.8% | +6.8% | +61.0% | +65.6% |
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