-57.4%
GNRC vs MDY
+46.3%
-103.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +1.7% |
| 7D | -0.2% | -1.9% | +1.7% | +2.8% |
| 30D | -15.7% | -4.6% | -11.1% | -9.0% |
| 3M | -27.3% | -1.2% | -26.1% | -25.3% |
| 6M | -12.1% | +9.2% | -21.3% | -22.2% |
| YTD | +37.1% | +13.1% | +24.1% | +15.4% |
| 1Y | -0.5% | +13.0% | -13.5% | -15.6% |
| 3Y | +61.5% | +49.2% | +12.3% | -13.6% |
| All | -57.4% | +46.3% | -103.7% | -76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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