+52.4%
GEV vs GNRC
+17.5%
+34.8%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -9.5% | +0.2% | -5.1% |
| 7D | -5.1% | -6.0% | +0.8% | -2.3% |
| 30D | -15.8% | -12.0% | -3.8% | -10.8% |
| 3M | -18.2% | -13.4% | -4.8% | -12.8% |
| 6M | -22.4% | -26.4% | +4.0% | -10.9% |
| YTD | +27.7% | +38.8% | -11.1% | +8.5% |
| 1Y | +52.4% | +20.9% | +31.5% | +45.3% |
| All | +52.4% | +17.5% | +34.8% | +45.3% |
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