-28.1%
COMP vs GNRC
-57.1%
+29.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.9% | -4.2% |
| 7D | +4.1% | +4.8% | -0.8% | +1.3% |
| 30D | -14.5% | -10.4% | -4.2% | -9.6% |
| 3M | +41.8% | -28.5% | +70.3% | +67.4% |
| 6M | +23.6% | -6.8% | +30.3% | +21.8% |
| YTD | +1.7% | +39.5% | -37.8% | -25.2% |
| 1Y | +12.6% | +3.4% | +9.2% | -3.0% |
| 3Y | +221.9% | +65.1% | +156.7% | +88.5% |
| 5Y | -28.1% | -57.1% | +28.9% | -18.4% |
| All | -28.1% | -57.1% | +29.0% | -18.4% |
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