+145.8%
GOOG vs GNRC
+61.6%
+84.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.9% | -1.4% | +1.2% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -2.0% | -15.7% | +13.8% | +0.1% |
| 3M | -5.9% | -27.3% | +21.5% | -2.6% |
| 6M | +8.9% | -12.1% | +21.0% | +9.2% |
| YTD | +7.1% | +37.1% | -30.0% | -0.1% |
| 1Y | +39.7% | -0.5% | +40.1% | +36.4% |
| 3Y | +145.8% | +61.5% | +84.3% | +110.7% |
| All | +145.8% | +61.6% | +84.2% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 3y: compounded portfolio wealth divided by compounded GNRC 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…
3y analysis · Full analysis span regression · 6 months rolling