+84.2%
GNRC vs M
+158.0%
-73.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.4% |
| 7D | +7.9% | +7.0% | +0.9% | +6.2% |
| 30D | -3.7% | +8.9% | -12.6% | -6.0% |
| 3M | -11.9% | +4.5% | -16.4% | -13.3% |
| 6M | -28.6% | +36.2% | -64.8% | -34.4% |
| YTD | +39.9% | +15.1% | +24.8% | +33.3% |
| 1Y | +23.4% | +27.4% | -4.1% | +14.6% |
| 3Y | +84.2% | +160.1% | -75.9% | +46.2% |
| All | +84.2% | +158.0% | -73.7% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling