-57.4%
GNRC vs HIG
+116.1%
-173.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.3% | +3.1% |
| 7D | -0.2% | -1.5% | +1.3% | +0.4% |
| 30D | -15.7% | -0.4% | -15.4% | -15.7% |
| 3M | -27.3% | +6.7% | -34.0% | -30.0% |
| 6M | -12.1% | +2.0% | -14.0% | -14.0% |
| YTD | +37.1% | +0.3% | +36.8% | +35.1% |
| 1Y | -0.5% | +4.2% | -4.7% | -4.3% |
| 3Y | +61.5% | +102.2% | -40.7% | -0.2% |
| All | -57.4% | +116.1% | -173.5% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HIG.
Daily Out/Under-Performance
Portfolio return minus HIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HIG 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 HIG 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