+61.5%
GNRC vs MKTX
-25.3%
+86.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | -15.7% | +0.7% | -16.5% | -15.7% |
| 3M | -27.3% | +40.8% | -68.1% | -27.4% |
| 6M | -12.1% | -8.0% | -4.1% | -9.9% |
| YTD | +37.1% | -8.7% | +45.9% | +40.5% |
| 1Y | -0.5% | -11.8% | +11.4% | +2.3% |
| 3Y | +61.5% | -24.0% | +85.5% | +65.2% |
| All | +61.5% | -25.3% | +86.8% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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