+50.5%
F vs GNRC
+77.6%
-27.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.2% |
| 7D | +1.0% | -13.1% | +14.1% | +4.2% |
| 30D | +2.1% | -19.2% | +21.3% | +7.2% |
| 3M | -10.3% | -11.8% | +1.5% | -8.7% |
| 6M | +3.3% | -32.5% | +35.8% | +12.6% |
| YTD | -2.0% | +33.3% | -35.3% | -13.8% |
| 1Y | -2.3% | +16.0% | -18.3% | -10.7% |
| All | +50.5% | +77.6% | -27.1% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling