+56.9%
GNRC vs TAP
-33.1%
+90.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -0.7% | -5.3% | +4.5% | -0.2% |
| 30D | -15.8% | -7.4% | -8.5% | -15.2% |
| 3M | -24.0% | -4.9% | -19.1% | -23.8% |
| 6M | -13.8% | -14.2% | +0.4% | -11.8% |
| YTD | +33.2% | -14.8% | +48.0% | +36.3% |
| 1Y | -1.8% | -18.1% | +16.3% | +1.1% |
| All | +56.9% | -33.1% | +90.0% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling