-57.4%
GNRC vs GAP
+8.7%
-66.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.9% | +0.1% | +2.1% |
| 7D | -0.2% | -4.1% | +3.9% | +1.0% |
| 30D | -15.7% | +6.2% | -22.0% | -17.7% |
| 3M | -27.3% | -0.7% | -26.6% | -28.1% |
| 6M | -12.1% | -7.1% | -4.9% | -11.9% |
| YTD | +37.1% | -14.1% | +51.2% | +40.0% |
| 1Y | -0.5% | -8.5% | +8.0% | -0.8% |
| 3Y | +61.5% | +115.4% | -53.8% | +7.1% |
| All | -57.4% | +8.7% | -66.1% | -71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 5y: compounded portfolio wealth divided by compounded GAP 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…
5y analysis · Full analysis span regression · 6 months rolling