-57.4%
GNRC vs MTB
+104.1%
-161.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.7% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | -15.7% | -4.8% | -10.9% | -13.2% |
| 3M | -27.3% | +6.0% | -33.3% | -30.1% |
| 6M | -12.1% | +19.6% | -31.7% | -21.4% |
| YTD | +37.1% | +21.5% | +15.6% | +21.1% |
| 1Y | -0.5% | +24.7% | -25.2% | -13.6% |
| 3Y | +61.5% | +108.6% | -47.1% | -0.4% |
| All | -57.4% | +104.1% | -161.5% | -68.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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