+163.4%
B vs GNRC
-59.1%
+222.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.4% |
| 7D | +1.0% | +3.2% | -2.1% | +0.6% |
| 30D | +9.5% | -9.5% | +19.0% | +11.0% |
| 3M | +14.3% | -28.5% | +42.9% | +19.5% |
| 6M | -1.9% | -10.0% | +8.1% | -1.0% |
| YTD | +4.1% | +36.7% | -32.7% | -1.1% |
| 1Y | +56.1% | +2.6% | +53.5% | +53.6% |
| 3Y | +202.0% | +61.9% | +140.1% | +174.6% |
| All | +163.4% | -59.1% | +222.5% | +141.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling