+108.4%
CSCO vs GNRC
+61.2%
+47.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.6% |
| 7D | 0.0% | +3.2% | -3.2% | -0.6% |
| 30D | -10.7% | -9.5% | -1.2% | -9.1% |
| 3M | -8.7% | -28.5% | +19.8% | -3.6% |
| 6M | +44.9% | -10.0% | +54.9% | +47.4% |
| YTD | +44.1% | +36.7% | +7.4% | +36.7% |
| 1Y | +65.9% | +2.6% | +63.3% | +64.0% |
| All | +108.4% | +61.2% | +47.2% | +90.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling