-0.5%
GNRC vs TAP
-17.5%
+17.0%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.7% | +3.0% |
| 7D | -0.2% | -3.9% | +3.7% | -0.4% |
| 30D | -15.7% | -5.3% | -10.5% | -15.9% |
| 3M | -27.3% | -3.8% | -23.6% | -27.2% |
| 6M | -12.1% | -11.4% | -0.7% | -10.3% |
| YTD | +37.1% | -13.7% | +50.9% | +39.6% |
| 1Y | -0.5% | -17.2% | +16.7% | +2.9% |
| All | -0.5% | -17.5% | +17.0% | +2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling