+45.6%
EXC vs GNRC
-60.2%
+105.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | -0.6% |
| 7D | -1.6% | -0.7% | -0.9% | -1.6% |
| 30D | -2.4% | -15.8% | +13.5% | -1.4% |
| 3M | -4.0% | -24.0% | +20.1% | -2.8% |
| 6M | -9.8% | -13.8% | +4.0% | -9.7% |
| YTD | +2.3% | +33.2% | -30.9% | -1.0% |
| 1Y | +3.8% | -1.8% | +5.6% | +2.5% |
| 3Y | +19.7% | +57.7% | -38.0% | +11.4% |
| 5Y | +45.6% | -59.7% | +105.4% | +43.4% |
| All | +45.6% | -60.2% | +105.8% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling