-31.7%
GNRC vs INIO
-40.3%
+8.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.7% | +3.1% | -0.3% |
| 7D | -0.7% | -3.4% | +2.6% | +0.5% |
| 30D | -15.8% | -28.6% | +12.8% | -4.0% |
| 3M | -24.0% | -37.6% | +13.6% | -6.0% |
| All | -31.7% | -40.3% | +8.7% | -10.5% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling