-10.0%
GNRC vs DD
-2.7%
-7.3%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.6% | +0.6% | -0.1% |
| 7D | +3.2% | -3.8% | +6.9% | +6.1% |
| 30D | -9.5% | -9.2% | -0.3% | -2.8% |
| 3M | -28.5% | -9.0% | -19.6% | -23.2% |
| 6M | -10.0% | -5.0% | -5.0% | -6.3% |
| All | -10.0% | -2.7% | -7.3% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 6mo: compounded portfolio wealth divided by compounded DD 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…
6mo analysis · Full analysis span regression · 6 months rolling