+43.7%
F vs GNRC
-58.2%
+101.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.0% | -2.0% | -3.4% |
| 7D | -4.9% | +3.2% | -8.0% | -5.7% |
| 30D | -2.9% | -9.5% | +6.6% | -0.3% |
| 3M | -9.1% | -28.5% | +19.5% | -1.0% |
| 6M | +12.9% | -10.0% | +22.9% | +14.4% |
| YTD | +6.1% | +36.7% | -30.7% | -5.6% |
| 1Y | +22.5% | +2.6% | +19.9% | +17.5% |
| 3Y | +32.1% | +61.9% | -29.8% | +6.6% |
| 5Y | +43.7% | -59.0% | +102.8% | +56.9% |
| All | +43.7% | -58.2% | +101.9% | +56.9% |
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