+20.0%
GE vs GNRC
+6.8%
+13.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.7% |
| 7D | -1.6% | +1.9% | -3.5% | -1.9% |
| 30D | -11.6% | -13.8% | +2.3% | -9.7% |
| 3M | +3.0% | -32.6% | +35.7% | +8.2% |
| 6M | -0.5% | -15.2% | +14.7% | 0.0% |
| YTD | +9.7% | +37.4% | -27.6% | +5.7% |
| 1Y | +20.0% | +5.1% | +14.9% | +18.0% |
| All | +20.0% | +6.8% | +13.3% | +18.0% |
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 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