+2,396.4%
GOOG vs GNRC
+2,020.8%
+375.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.2% |
| 7D | -2.5% | -0.7% | -1.8% | -2.4% |
| 30D | -3.6% | -15.8% | +12.2% | -0.2% |
| 3M | -6.4% | -24.0% | +17.6% | -1.7% |
| 6M | +7.8% | -13.8% | +21.6% | +9.2% |
| YTD | +5.5% | +33.2% | -27.7% | -3.9% |
| 1Y | +38.3% | -1.8% | +40.1% | +33.7% |
| 3Y | +143.1% | +57.7% | +85.4% | +103.4% |
| 5Y | +135.0% | -59.7% | +194.7% | +152.4% |
| 10Y | +778.1% | +430.7% | +347.3% | +419.8% |
| All | +2,396.4% | +2,020.8% | +375.6% | +971.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling