+169.2%
EXC vs GNRC
+2,120.5%
-1,951.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | +1.2% | +4.8% | -3.6% | +0.7% |
| 30D | -2.7% | -10.4% | +7.6% | -1.6% |
| 3M | -1.0% | -28.5% | +27.5% | +2.1% |
| 6M | -9.3% | -6.8% | -2.5% | -9.6% |
| YTD | +3.6% | +39.5% | -35.9% | -2.0% |
| 1Y | +5.9% | +3.4% | +2.5% | +3.3% |
| 3Y | +21.3% | +65.1% | -43.9% | +9.0% |
| 5Y | +46.2% | -57.1% | +103.3% | +50.6% |
| 10Y | +151.5% | +432.5% | -281.0% | +85.3% |
| All | +169.2% | +2,120.5% | -1,951.3% | +66.7% |
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