+31.0%
F vs GNRC
+6.8%
+24.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.9% |
| 7D | +5.3% | +1.9% | +3.4% | +4.9% |
| 30D | +4.6% | -13.8% | +18.4% | +8.1% |
| 3M | -3.7% | -32.6% | +29.0% | +5.1% |
| 6M | +16.8% | -15.2% | +32.0% | +20.3% |
| YTD | +15.3% | +37.4% | -22.1% | +8.0% |
| 1Y | +31.0% | +5.1% | +25.9% | +28.2% |
| All | +31.0% | +6.8% | +24.2% | +28.2% |
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