+272.1%
C vs GNRC
+61.2%
+211.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.2% |
| 7D | +2.6% | +3.2% | -0.6% | +1.8% |
| 30D | +1.9% | -9.5% | +11.4% | +4.2% |
| 3M | +2.8% | -28.5% | +31.3% | +10.4% |
| 6M | +30.6% | -10.0% | +40.5% | +30.8% |
| YTD | +19.9% | +36.7% | -16.9% | +5.7% |
| 1Y | +44.6% | +2.6% | +42.0% | +37.4% |
| All | +272.1% | +61.2% | +211.0% | +208.0% |
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