+36.3%
B vs GNRC
+2,127.0%
-2,090.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -7.3% | +7.9% | -15.2% | -8.1% |
| 30D | -3.3% | -3.7% | +0.3% | -3.2% |
| 3M | -7.8% | -11.9% | +4.2% | -6.9% |
| 6M | -15.5% | -28.6% | +13.1% | -13.0% |
| YTD | -12.3% | +39.9% | -52.1% | -16.3% |
| 1Y | +5.4% | +23.4% | -18.0% | +1.7% |
| 3Y | +165.5% | +84.2% | +81.3% | +143.1% |
| 5Y | +107.0% | -57.3% | +164.3% | +108.6% |
| 10Y | +210.6% | +376.8% | -166.2% | +149.6% |
| All | +36.3% | +2,127.0% | -2,090.7% | -2.4% |
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