+2,110.1%
GNRC vs TDY
+1,535.8%
+574.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.2% | +1.7% | +2.1% |
| 7D | -0.2% | -1.1% | +0.9% | +0.6% |
| 30D | -15.7% | -12.0% | -3.7% | -8.0% |
| 3M | -27.3% | -3.2% | -24.1% | -25.6% |
| 6M | -12.1% | -7.9% | -4.2% | -6.8% |
| YTD | +37.1% | +18.2% | +18.9% | +22.5% |
| 1Y | -0.5% | +6.7% | -7.1% | -4.6% |
| 3Y | +61.5% | +47.5% | +14.0% | +22.7% |
| 5Y | -58.6% | +39.5% | -98.1% | -66.9% |
| 10Y | +446.3% | +477.2% | -30.9% | +50.0% |
| All | +2,110.1% | +1,535.8% | +574.3% | +230.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling