-29.3%
EW vs GNRC
-58.7%
+29.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.9% | -5.7% | -3.2% |
| 7D | -6.2% | -0.2% | -6.0% | -6.2% |
| 30D | -9.3% | -15.7% | +6.4% | -6.9% |
| 3M | -1.6% | -27.3% | +25.7% | +2.8% |
| 6M | -0.8% | -12.1% | +11.2% | -0.6% |
| YTD | -1.0% | +37.1% | -38.2% | -9.0% |
| 1Y | +8.2% | -0.5% | +8.6% | +4.7% |
| 3Y | +12.7% | +61.5% | -48.8% | -4.6% |
| All | -29.3% | -58.7% | +29.4% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling