+435.3%
GNRC vs TAP
-49.9%
+485.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.7% | +2.6% |
| 7D | -0.2% | -3.9% | +3.7% | +0.7% |
| 30D | -15.7% | -5.3% | -10.5% | -14.8% |
| 3M | -27.3% | -3.8% | -23.6% | -27.1% |
| 6M | -12.1% | -11.4% | -0.7% | -10.2% |
| YTD | +37.1% | -13.7% | +50.9% | +40.8% |
| 1Y | -0.5% | -17.2% | +16.7% | +3.2% |
| 3Y | +61.5% | -33.1% | +94.6% | +75.5% |
| 5Y | -58.6% | +0.8% | -59.4% | -60.3% |
| All | +435.3% | -49.9% | +485.2% | +400.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 10y: compounded portfolio wealth divided by compounded TAP 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…
10y analysis · Full analysis span regression · 6 months rolling