+416.8%
EWY vs GNRC
+2,020.8%
-1,604.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.6% | -1.6% | -3.6% |
| 7D | +1.2% | -0.7% | +2.0% | +1.4% |
| 30D | +9.3% | -15.8% | +25.1% | +13.9% |
| 3M | +2.4% | -24.0% | +26.4% | +10.0% |
| 6M | +40.3% | -13.8% | +54.1% | +46.2% |
| YTD | +88.0% | +33.2% | +54.8% | +77.3% |
| 1Y | +143.8% | -1.8% | +145.6% | +144.1% |
| 3Y | +217.8% | +57.7% | +160.0% | +178.7% |
| 5Y | +142.7% | -59.7% | +202.5% | +169.9% |
| 10Y | +291.7% | +430.7% | -139.0% | +129.0% |
| All | +416.8% | +2,020.8% | -1,604.0% | +98.4% |
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