+61.5%
GNRC vs NTR
+36.8%
+24.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -0.2% | -1.3% | +1.1% | +0.1% |
| 30D | -15.7% | +16.8% | -32.5% | -19.1% |
| 3M | -27.3% | +20.7% | -48.1% | -31.1% |
| 6M | -12.1% | +0.5% | -12.6% | -12.7% |
| YTD | +37.1% | +29.2% | +7.9% | +24.8% |
| 1Y | -0.5% | +39.6% | -40.1% | -12.0% |
| 3Y | +61.5% | +37.9% | +23.6% | +41.5% |
| All | +61.5% | +36.8% | +24.8% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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