-0.5%
GNRC vs EL
+12.6%
-13.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.3% | +2.7% |
| 7D | -0.2% | -6.5% | +6.3% | +1.8% |
| 30D | -15.7% | +11.1% | -26.9% | -18.6% |
| 3M | -27.3% | +10.7% | -38.0% | -29.7% |
| 6M | -12.1% | +6.9% | -18.9% | -14.6% |
| YTD | +37.1% | -6.3% | +43.4% | +36.5% |
| 1Y | -0.5% | +13.5% | -13.9% | -8.6% |
| All | -0.5% | +12.6% | -13.1% | -8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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