+22.6%
D vs GNRC
+17.5%
+5.1%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -9.5% | +14.0% | +4.2% |
| 7D | +8.5% | -6.0% | +14.5% | +8.3% |
| 30D | +14.3% | -12.0% | +26.3% | +14.2% |
| 3M | +1.8% | -13.4% | +15.2% | +1.4% |
| 6M | +13.0% | -26.4% | +39.4% | +12.3% |
| YTD | +22.7% | +38.8% | -16.1% | +24.2% |
| 1Y | +22.6% | +20.9% | +1.7% | +22.1% |
| All | +22.6% | +17.5% | +5.1% | +22.1% |
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