-58.7%
GNRC vs M
+19.2%
-77.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -4.2% | +2.2% | -0.6% |
| 7D | +3.2% | -4.1% | +7.2% | +4.6% |
| 30D | -9.5% | -13.6% | +4.1% | -5.1% |
| 3M | -28.5% | -2.3% | -26.3% | -28.4% |
| 6M | -10.0% | +21.9% | -31.9% | -16.8% |
| YTD | +36.7% | -0.6% | +37.3% | +34.9% |
| 1Y | +2.6% | +29.7% | -27.1% | -8.1% |
| 3Y | +61.9% | +107.3% | -45.4% | +9.5% |
| All | -58.7% | +19.2% | -77.9% | -66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling