+40.4%
EXC vs GNRC
-57.0%
+97.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +1.4% | +7.9% | -6.5% | +0.9% |
| 30D | +8.6% | -3.7% | +12.2% | +8.6% |
| 3M | +2.4% | -11.9% | +14.3% | +2.8% |
| 6M | +6.5% | -28.6% | +35.1% | +7.8% |
| YTD | +9.0% | +39.9% | -30.8% | +4.8% |
| 1Y | +4.6% | +23.4% | -18.8% | +1.3% |
| 3Y | +33.5% | +84.2% | -50.8% | +22.2% |
| All | +40.4% | -57.0% | +97.5% | +34.6% |
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