+13.7%
COMP vs GNRC
+15.1%
-1.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.7% | -3.7% | -6.8% |
| 7D | +7.2% | -13.1% | +20.3% | +9.0% |
| 30D | +6.4% | -19.2% | +25.6% | +9.3% |
| 3M | -19.4% | -11.8% | -7.6% | -18.5% |
| 6M | +14.6% | -32.5% | +47.1% | +19.0% |
| YTD | -5.5% | +33.3% | -38.8% | -3.6% |
| 1Y | +13.7% | +16.0% | -2.4% | +18.0% |
| All | +13.7% | +15.1% | -1.4% | +18.0% |
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