+44.7%
EWZ vs GNRC
+61.2%
-16.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.1% |
| 7D | -0.1% | +3.2% | -3.2% | -0.5% |
| 30D | +8.2% | -9.5% | +17.7% | +9.6% |
| 3M | +13.3% | -28.5% | +41.9% | +18.3% |
| 6M | +3.6% | -10.0% | +13.6% | +3.5% |
| YTD | +21.0% | +36.7% | -15.8% | +12.2% |
| 1Y | +34.7% | +2.6% | +32.1% | +30.1% |
| All | +44.7% | +61.2% | -16.4% | +23.9% |
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