+216.0%
C vs GNRC
+86.4%
+129.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.2% |
| 7D | +4.2% | +7.9% | -3.7% | +2.3% |
| 30D | +2.0% | -3.7% | +5.7% | +2.4% |
| 3M | -10.1% | -11.9% | +1.8% | -8.3% |
| 6M | +1.0% | -28.6% | +29.6% | +7.2% |
| YTD | +8.5% | +39.9% | -31.4% | -6.3% |
| 1Y | +25.7% | +23.4% | +2.4% | +12.4% |
| 3Y | +216.0% | +84.2% | +131.7% | +132.0% |
| All | +216.0% | +86.4% | +129.6% | +132.0% |
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