+1,105.1%
EW vs GNRC
+2,120.5%
-1,015.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.1% | -3.8% |
| 7D | -4.4% | +4.8% | -9.3% | -5.3% |
| 30D | -3.3% | -10.4% | +7.0% | -1.5% |
| 3M | +1.0% | -28.5% | +29.5% | +6.5% |
| 6M | +6.2% | -6.8% | +13.0% | +5.6% |
| YTD | +1.7% | +39.5% | -37.8% | -7.1% |
| 1Y | +8.1% | +3.4% | +4.7% | +3.8% |
| 3Y | +17.1% | +65.1% | -48.1% | -1.1% |
| 5Y | -29.4% | -57.1% | +27.7% | -26.0% |
| 10Y | +121.7% | +432.5% | -310.8% | +37.5% |
| All | +1,105.1% | +2,120.5% | -1,015.4% | +504.5% |
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