+123.6%
F vs GNRC
+2,022.1%
-1,898.5%
-68.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.3% |
| 7D | +1.0% | -13.1% | +14.1% | +4.6% |
| 30D | +2.1% | -19.2% | +21.3% | +7.6% |
| 3M | -10.3% | -11.8% | +1.5% | -8.6% |
| 6M | +3.3% | -32.5% | +35.8% | +12.6% |
| YTD | -2.0% | +33.3% | -35.3% | -13.5% |
| 1Y | -2.3% | +16.0% | -18.3% | -10.5% |
| 3Y | +49.9% | +75.5% | -25.7% | +17.5% |
| 5Y | -12.5% | -58.7% | +46.3% | -3.8% |
| 10Y | +74.3% | +351.2% | -276.9% | -11.5% |
| All | +123.6% | +2,022.1% | -1,898.5% | -34.6% |
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