+56.9%
GNRC vs M
+97.0%
-40.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.7% | +2.1% | -1.4% |
| 7D | -0.7% | -8.8% | +8.0% | +1.4% |
| 30D | -15.8% | -16.4% | +0.6% | -12.2% |
| 3M | -24.0% | -10.8% | -13.2% | -22.1% |
| 6M | -13.8% | +16.1% | -29.9% | -17.4% |
| YTD | +33.2% | -5.3% | +38.5% | +33.6% |
| 1Y | -1.8% | +24.9% | -26.7% | -7.8% |
| All | +56.9% | +97.0% | -40.1% | +20.1% |
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