+2,110.1%
GNRC vs TD
+645.7%
+1,464.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.7% | +2.2% | +2.4% |
| 7D | -0.2% | -0.5% | +0.4% | +0.2% |
| 30D | -15.7% | -1.9% | -13.8% | -14.6% |
| 3M | -27.3% | +4.8% | -32.1% | -30.2% |
| 6M | -12.1% | +28.0% | -40.0% | -27.5% |
| YTD | +37.1% | +30.3% | +6.8% | +11.4% |
| 1Y | -0.5% | +59.8% | -60.2% | -30.9% |
| 3Y | +61.5% | +124.7% | -63.2% | -14.8% |
| 5Y | -58.6% | +127.0% | -185.5% | -77.9% |
| 10Y | +446.3% | +303.2% | +143.1% | +81.0% |
| All | +2,110.1% | +645.7% | +1,464.4% | +392.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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