+222.9%
EWY vs GNRC
+61.6%
+161.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.3% | +2.2% |
| 7D | -0.1% | -0.2% | +0.1% | 0.0% |
| 30D | +7.3% | -15.7% | +23.0% | +13.7% |
| 3M | -5.1% | -27.3% | +22.2% | +6.2% |
| 6M | +42.1% | -12.1% | +54.1% | +50.9% |
| YTD | +94.1% | +37.1% | +57.0% | +85.2% |
| 1Y | +147.8% | -0.5% | +148.3% | +152.6% |
| 3Y | +222.9% | +61.5% | +161.4% | +179.8% |
| All | +222.9% | +61.6% | +161.3% | +179.8% |
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