-28.5%
GNRC vs INIO
-33.6%
+5.1%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.1% | -3.5% | -0.5% |
| 7D | +4.8% | +12.1% | -7.2% | +0.1% |
| 30D | -10.4% | -20.2% | +9.8% | -2.2% |
| 3M | -28.5% | -35.3% | +6.8% | -10.3% |
| All | -28.5% | -33.6% | +5.1% | -10.3% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling