+55.0%
ECL vs GNRC
+61.6%
-6.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -0.8% | -15.7% | +14.9% | +1.0% |
| 3M | +5.0% | -27.3% | +32.4% | +8.3% |
| 6M | +0.2% | -12.1% | +12.3% | +0.5% |
| YTD | +5.8% | +37.1% | -31.3% | -0.1% |
| 1Y | +1.5% | -0.5% | +2.0% | -0.4% |
| 3Y | +55.0% | +61.5% | -6.5% | +39.4% |
| All | +55.0% | +61.6% | -6.6% | +39.4% |
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 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