+165.5%
B vs GNRC
+86.4%
+79.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -7.3% | +7.9% | -15.2% | -8.7% |
| 30D | -3.3% | -3.7% | +0.3% | -3.1% |
| 3M | -7.8% | -11.9% | +4.2% | -6.3% |
| 6M | -15.5% | -28.6% | +13.1% | -11.3% |
| YTD | -12.3% | +39.9% | -52.1% | -19.1% |
| 1Y | +5.4% | +23.4% | -18.0% | -0.9% |
| 3Y | +165.5% | +84.2% | +81.3% | +103.3% |
| All | +165.5% | +86.4% | +79.2% | +103.3% |
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