+2,114.4%
GNRC vs M
+143.5%
+1,970.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | +1.7% |
| 7D | +1.9% | +4.7% | -2.8% | +0.7% |
| 30D | -13.8% | -9.6% | -4.2% | -11.6% |
| 3M | -32.6% | +0.9% | -33.5% | -33.0% |
| 6M | -15.2% | +22.3% | -37.5% | -20.0% |
| YTD | +37.4% | +6.5% | +30.9% | +33.8% |
| 1Y | +5.1% | +38.8% | -33.6% | -4.6% |
| 3Y | +57.5% | +115.9% | -58.4% | +20.7% |
| 5Y | -58.7% | +28.6% | -87.3% | -64.9% |
| 10Y | +395.5% | -2.5% | +398.0% | +285.0% |
| All | +2,114.4% | +143.5% | +1,970.9% | +1,185.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling