-17.4%
GIS vs GNRC
+17.5%
-34.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -9.5% | +14.7% | +4.0% |
| 7D | +8.5% | -6.0% | +14.4% | +7.7% |
| 30D | +15.3% | -12.0% | +27.3% | +14.0% |
| 3M | +0.9% | -13.4% | +14.3% | -0.2% |
| 6M | +7.9% | -26.4% | +34.3% | +4.6% |
| YTD | -17.6% | +38.8% | -56.4% | -17.5% |
| 1Y | -17.4% | +20.9% | -38.3% | -18.2% |
| All | -17.4% | +17.5% | -34.9% | -18.2% |
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