+3.4%
EXC vs GNRC
+17.5%
-14.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -9.5% | +11.2% | +1.3% |
| 7D | +3.3% | -6.0% | +9.3% | +3.1% |
| 30D | +13.3% | -12.0% | +25.3% | +12.9% |
| 3M | +1.8% | -13.4% | +15.2% | +1.2% |
| 6M | +1.1% | -26.4% | +27.4% | -0.3% |
| YTD | +9.0% | +38.8% | -29.8% | +11.9% |
| 1Y | +3.4% | +20.9% | -17.5% | +4.3% |
| All | +3.4% | +17.5% | -14.2% | +4.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling