-12.1%
GNRC vs ITOT
+13.5%
-25.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +1.3% |
| 7D | -0.2% | -0.9% | +0.7% | +1.6% |
| 30D | -15.7% | -1.5% | -14.3% | -13.3% |
| 3M | -27.3% | +3.6% | -30.9% | -31.9% |
| 6M | -12.1% | +13.7% | -25.8% | -28.6% |
| All | -12.1% | +13.5% | -25.6% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 6mo: compounded portfolio wealth divided by compounded ITOT 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…
6mo analysis · Full analysis span regression · 6 months rolling