+62.5%
GNRC vs TLN
+589.3%
-526.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.9% | -0.1% | -1.5% |
| 7D | +3.2% | +5.8% | -2.7% | +1.8% |
| 30D | -9.5% | -6.9% | -2.7% | -8.0% |
| 3M | -28.5% | -10.9% | -17.7% | -26.5% |
| 6M | -10.0% | -4.6% | -5.4% | -9.3% |
| YTD | +36.7% | -14.7% | +51.5% | +40.2% |
| 1Y | +2.6% | -17.9% | +20.5% | +5.6% |
| 3Y | +61.9% | +483.9% | -422.0% | -2.8% |
| All | +62.5% | +589.3% | -526.8% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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