+172.9%
EQT vs GNRC
+2,020.8%
-1,847.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.1% |
| 7D | -1.2% | -0.7% | -0.4% | -1.0% |
| 30D | +1.1% | -15.8% | +16.9% | +4.5% |
| 3M | +4.8% | -24.0% | +28.8% | +9.7% |
| 6M | -10.6% | -13.8% | +3.2% | -9.9% |
| YTD | +3.4% | +33.2% | -29.8% | -6.1% |
| 1Y | +8.7% | -1.8% | +10.5% | +4.7% |
| 3Y | +35.0% | +57.7% | -22.8% | +13.2% |
| 5Y | +204.2% | -59.7% | +264.0% | +225.1% |
| 10Y | +52.5% | +430.7% | -378.3% | -18.2% |
| All | +172.9% | +2,020.8% | -1,847.9% | -10.3% |
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