+62.3%
B vs GNRC
+2,087.1%
-2,024.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.6% | -2.5% |
| 7D | -1.6% | +1.9% | -3.5% | -1.8% |
| 30D | +9.4% | -13.8% | +23.3% | +11.2% |
| 3M | +5.0% | -32.6% | +37.6% | +9.4% |
| 6M | -3.5% | -15.2% | +11.6% | -2.3% |
| YTD | +4.5% | +37.4% | -32.9% | +0.3% |
| 1Y | +67.8% | +5.1% | +62.6% | +65.3% |
| 3Y | +196.7% | +57.5% | +139.2% | +176.5% |
| 5Y | +151.9% | -58.7% | +210.6% | +155.3% |
| 10Y | +202.2% | +395.5% | -193.3% | +142.8% |
| All | +62.3% | +2,087.1% | -2,024.9% | +16.9% |
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