+61.5%
GNRC vs MKC
-31.4%
+92.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.4% | +2.5% | +2.9% |
| 7D | -0.2% | -1.5% | +1.3% | -0.1% |
| 30D | -15.7% | -3.1% | -12.6% | -15.6% |
| 3M | -27.3% | +5.2% | -32.5% | -27.8% |
| 6M | -12.1% | -12.8% | +0.8% | -9.6% |
| YTD | +37.1% | -23.3% | +60.4% | +44.4% |
| 1Y | -0.5% | -24.1% | +23.6% | +4.8% |
| 3Y | +61.5% | -32.1% | +93.6% | +65.0% |
| All | +61.5% | -31.4% | +92.9% | +65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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