+183.3%
EXC vs GNRC
+2,127.0%
-1,943.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.5% |
| 7D | +1.4% | +7.9% | -6.5% | +0.5% |
| 30D | +8.6% | -3.7% | +12.2% | +8.7% |
| 3M | +2.4% | -11.9% | +14.3% | +3.1% |
| 6M | +6.5% | -28.6% | +35.1% | +9.0% |
| YTD | +9.0% | +39.9% | -30.8% | +2.5% |
| 1Y | +4.6% | +23.4% | -18.8% | -0.5% |
| 3Y | +33.5% | +84.2% | -50.8% | +17.8% |
| 5Y | +41.4% | -57.3% | +98.7% | +45.3% |
| 10Y | +204.3% | +376.8% | -172.5% | +125.0% |
| All | +183.3% | +2,127.0% | -1,943.7% | +74.3% |
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 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