+43.4%
EQX vs GNRC
+6.8%
+36.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.4% | -4.7% | -3.0% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | +24.4% | -13.8% | +38.2% | +29.2% |
| 3M | +11.6% | -32.6% | +44.3% | +22.7% |
| 6M | -25.0% | -15.2% | -9.8% | -23.4% |
| YTD | -8.4% | +37.4% | -45.8% | -19.0% |
| 1Y | +43.4% | +5.1% | +38.3% | +37.2% |
| All | +43.4% | +6.8% | +36.6% | +37.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling