+84.1%
GIS vs GNRC
+2,082.9%
-1,998.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -0.4% |
| 7D | -6.4% | -0.2% | -6.2% | -6.4% |
| 30D | -6.1% | -15.7% | +9.6% | -5.5% |
| 3M | +7.8% | -27.3% | +35.2% | +9.0% |
| 6M | -8.8% | -12.1% | +3.3% | -8.9% |
| YTD | -19.1% | +37.1% | -56.2% | -21.2% |
| 1Y | -24.8% | -0.5% | -24.3% | -25.6% |
| 3Y | -37.6% | +61.5% | -99.1% | -40.5% |
| 5Y | -25.4% | -58.6% | +33.1% | -23.4% |
| 10Y | -19.6% | +446.3% | -465.9% | -36.7% |
| All | +84.1% | +2,082.9% | -1,998.8% | +24.6% |
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