+312.5%
DIS vs GNRC
+2,120.5%
-1,808.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.8% | -0.6% |
| 7D | -1.1% | +4.8% | -5.9% | -2.1% |
| 30D | +0.1% | -10.4% | +10.5% | +2.2% |
| 3M | +7.1% | -28.5% | +35.5% | +13.5% |
| 6M | +4.3% | -6.8% | +11.0% | +3.4% |
| YTD | -6.9% | +39.5% | -46.4% | -16.3% |
| 1Y | -10.3% | +3.4% | -13.7% | -14.4% |
| 3Y | +32.8% | +65.1% | -32.3% | +10.7% |
| 5Y | -41.5% | -57.1% | +15.6% | -38.6% |
| 10Y | +21.2% | +432.5% | -411.3% | -28.3% |
| All | +312.5% | +2,120.5% | -1,808.0% | +67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling