+20.1%
COMP vs GNRC
+17.5%
+2.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -9.5% | +17.3% | +8.9% |
| 7D | +9.5% | -6.0% | +15.5% | +10.1% |
| 30D | +8.1% | -12.0% | +20.1% | +9.7% |
| 3M | -16.3% | -13.4% | -2.9% | -15.2% |
| 6M | +42.2% | -26.4% | +68.6% | +46.6% |
| YTD | -5.0% | +38.8% | -43.8% | -5.5% |
| 1Y | +20.1% | +20.9% | -0.8% | +22.0% |
| All | +20.1% | +17.5% | +2.6% | +22.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling