-56.1%
GNRC vs M
-3.3%
-52.8%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.6% |
| 7D | +7.9% | +7.0% | +0.9% | +5.5% |
| 30D | -3.7% | +8.9% | -12.6% | -7.0% |
| 3M | -11.9% | +4.5% | -16.4% | -14.0% |
| 6M | -28.6% | +36.2% | -64.8% | -37.1% |
| YTD | +39.9% | +15.1% | +24.8% | +30.1% |
| 1Y | +23.4% | +27.4% | -4.1% | +10.4% |
| 3Y | +84.2% | +160.1% | -75.9% | +11.5% |
| All | -56.1% | -3.3% | -52.8% | -64.4% |
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