+486.9%
C vs GNRC
+2,087.1%
-1,600.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.4% | -2.7% | -1.0% |
| 7D | +3.6% | +1.9% | +1.7% | +3.0% |
| 30D | +0.1% | -13.8% | +13.9% | +4.2% |
| 3M | +2.4% | -32.6% | +35.1% | +13.6% |
| 6M | +24.9% | -15.2% | +40.1% | +28.1% |
| YTD | +19.8% | +37.4% | -17.6% | +5.0% |
| 1Y | +44.9% | +5.1% | +39.7% | +36.3% |
| 3Y | +263.0% | +57.5% | +205.5% | +192.0% |
| 5Y | +129.5% | -58.7% | +188.2% | +155.7% |
| 10Y | +291.6% | +395.5% | -103.9% | +72.5% |
| All | +486.9% | +2,087.1% | -1,600.2% | +40.5% |
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