+5.5%
D vs GNRC
-59.1%
+64.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.6% |
| 7D | -0.4% | +3.2% | -3.6% | -0.6% |
| 30D | -2.1% | -9.5% | +7.4% | -1.5% |
| 3M | -0.7% | -28.5% | +27.8% | +1.1% |
| 6M | +5.6% | -10.0% | +15.5% | +5.5% |
| YTD | +14.6% | +36.7% | -22.2% | +10.6% |
| 1Y | +15.3% | +2.6% | +12.8% | +13.5% |
| 3Y | +59.1% | +61.9% | -2.8% | +48.6% |
| All | +5.5% | -59.1% | +64.6% | -6.5% |
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