+35.8%
EQT vs GNRC
+57.0%
-21.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +0.9% |
| 7D | -1.2% | -0.7% | -0.4% | -1.1% |
| 30D | +1.1% | -15.8% | +16.9% | +2.9% |
| 3M | +4.8% | -24.0% | +28.8% | +7.4% |
| 6M | -10.6% | -13.8% | +3.2% | -10.7% |
| YTD | +3.4% | +33.2% | -29.8% | -4.7% |
| 1Y | +8.7% | -1.8% | +10.5% | +5.2% |
| All | +35.8% | +57.0% | -21.2% | +20.4% |
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