+405.5%
GH vs GNRC
+237.0%
+168.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +2.0% |
| 7D | -0.2% | +3.2% | -3.3% | -1.6% |
| 30D | -2.6% | -9.5% | +6.9% | +1.4% |
| 3M | +25.1% | -28.5% | +53.6% | +41.4% |
| 6M | +78.5% | -10.0% | +88.4% | +77.9% |
| YTD | +59.4% | +36.7% | +22.6% | +27.6% |
| 1Y | +173.9% | +2.6% | +171.3% | +144.4% |
| 3Y | +382.7% | +61.9% | +320.8% | +218.6% |
| 5Y | +24.4% | -59.0% | +83.4% | +58.4% |
| All | +405.5% | +237.0% | +168.6% | +92.4% |
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