+132.0%
C vs GNRC
-58.2%
+190.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.7% | +1.2% |
| 7D | +2.6% | +3.2% | -0.6% | +1.9% |
| 30D | +1.9% | -9.5% | +11.4% | +3.9% |
| 3M | +2.8% | -28.5% | +31.3% | +9.5% |
| 6M | +30.6% | -10.0% | +40.5% | +31.3% |
| YTD | +19.9% | +36.7% | -16.9% | +9.0% |
| 1Y | +44.6% | +2.6% | +42.0% | +39.2% |
| 3Y | +272.1% | +61.9% | +210.2% | +217.8% |
| 5Y | +132.0% | -59.0% | +191.0% | +139.4% |
| All | +132.0% | -58.2% | +190.2% | +139.4% |
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