+5.1%
GNRC vs BOXX
+4.0%
+1.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +1.9% | +0.1% | +1.9% | +1.9% |
| 30D | -13.8% | +0.4% | -14.2% | -14.6% |
| 3M | -32.6% | +1.0% | -33.7% | -36.2% |
| 6M | -15.2% | +2.0% | -17.2% | -31.4% |
| YTD | +37.4% | +2.6% | +34.8% | -0.7% |
| 1Y | +5.1% | +4.1% | +1.1% | -14.9% |
| All | +5.1% | +4.0% | +1.1% | -14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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