+94.3%
GNRC vs BOXX
+18.5%
+75.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +3.0% |
| 7D | -0.2% | +0.1% | -0.2% | -0.1% |
| 30D | -15.7% | +0.3% | -16.0% | -15.3% |
| 3M | -27.3% | +1.0% | -28.4% | -26.5% |
| 6M | -12.1% | +1.9% | -14.0% | -11.0% |
| YTD | +37.1% | +2.7% | +34.4% | +39.4% |
| 1Y | -0.5% | +4.0% | -4.5% | +4.3% |
| 3Y | +61.5% | +14.7% | +46.9% | +197.5% |
| All | +94.3% | +18.5% | +75.8% | +247.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling