+61.5%
GNRC vs NTRS
+168.2%
-106.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.9% | +2.2% |
| 7D | -0.2% | +1.4% | -1.6% | -1.1% |
| 30D | -15.7% | -0.7% | -15.1% | -15.4% |
| 3M | -27.3% | +11.3% | -38.7% | -32.6% |
| 6M | -12.1% | +35.5% | -47.6% | -29.3% |
| YTD | +37.1% | +40.6% | -3.5% | +7.2% |
| 1Y | -0.5% | +49.2% | -49.7% | -25.2% |
| 3Y | +61.5% | +167.2% | -105.7% | -25.4% |
| All | +61.5% | +168.2% | -106.6% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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