-57.4%
GNRC vs TAP
-0.1%
-57.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.7% | +2.7% |
| 7D | -0.2% | -3.9% | +3.7% | +0.6% |
| 30D | -15.7% | -5.3% | -10.5% | -15.0% |
| 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% | +40.6% |
| 1Y | -0.5% | -17.2% | +16.7% | +3.0% |
| 3Y | +61.5% | -33.1% | +94.6% | +76.0% |
| All | -57.4% | -0.1% | -57.3% | -56.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling