+2,148.2%
GNRC vs TAP
+53.9%
+2,094.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.1% | +5.6% | +2.7% |
| 7D | +4.8% | -2.3% | +7.2% | +5.5% |
| 30D | -10.4% | -9.4% | -1.0% | -8.0% |
| 3M | -28.5% | -0.8% | -27.7% | -28.9% |
| 6M | -6.8% | -14.7% | +8.0% | -3.4% |
| YTD | +39.5% | -13.9% | +53.4% | +43.8% |
| 1Y | +3.4% | -18.6% | +22.0% | +8.2% |
| 3Y | +65.1% | -32.0% | +97.2% | +80.2% |
| 5Y | -57.1% | -1.0% | -56.1% | -59.2% |
| 10Y | +432.5% | -51.4% | +483.9% | +498.3% |
| All | +2,148.2% | +53.9% | +2,094.3% | +1,292.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling