+23.4%
GNRC vs IRE
-97.6%
+120.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -14.4% | +13.3% | +0.3% |
| 7D | +7.9% | -31.8% | +39.8% | +11.5% |
| 30D | -3.7% | -71.8% | +68.1% | +5.2% |
| 3M | -11.9% | -88.9% | +77.0% | +2.3% |
| 6M | -28.6% | -95.4% | +66.7% | -14.4% |
| YTD | +39.9% | -94.2% | +134.1% | +59.0% |
| 1Y | +23.4% | -97.1% | +120.5% | +38.9% |
| All | +23.4% | -97.6% | +120.9% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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