+5.1%
GNRC vs TDY
+11.8%
-6.6%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.0% |
| 7D | +1.9% | -1.8% | +3.7% | +3.5% |
| 30D | -13.8% | -10.7% | -3.1% | -5.4% |
| 3M | -32.6% | -1.3% | -31.4% | -31.5% |
| 6M | -15.2% | -10.6% | -4.6% | -8.0% |
| YTD | +37.4% | +19.6% | +17.8% | +16.6% |
| 1Y | +5.1% | +11.6% | -6.5% | -8.7% |
| All | +5.1% | +11.8% | -6.6% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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