+61.5%
GNRC vs BG
+18.0%
+43.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.7% | +3.4% |
| 7D | -0.2% | +3.1% | -3.3% | -1.2% |
| 30D | -15.7% | +10.2% | -26.0% | -18.4% |
| 3M | -27.3% | -1.7% | -25.7% | -27.2% |
| 6M | -12.1% | +1.0% | -13.0% | -13.4% |
| YTD | +37.1% | +39.9% | -2.8% | +19.2% |
| 1Y | -0.5% | +53.2% | -53.7% | -16.5% |
| 3Y | +61.5% | +16.3% | +45.2% | +51.2% |
| All | +61.5% | +18.0% | +43.5% | +51.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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