+170.5%
GM vs GNRC
+61.6%
+108.9%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.9% | -3.5% | -1.3% |
| 7D | -2.4% | -0.2% | -2.2% | -2.4% |
| 30D | -1.1% | -15.7% | +14.6% | +3.1% |
| 3M | +6.1% | -27.3% | +33.5% | +14.1% |
| 6M | +15.0% | -12.1% | +27.0% | +16.3% |
| YTD | +6.0% | +37.1% | -31.1% | -6.8% |
| 1Y | +47.1% | -0.5% | +47.6% | +40.9% |
| 3Y | +170.5% | +61.5% | +109.0% | +126.2% |
| All | +170.5% | +61.6% | +108.9% | +126.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling