+140.1%
GOOGL vs GNRC
-58.7%
+198.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.2% | +1.2% |
| 7D | 0.0% | -0.2% | +0.2% | 0.0% |
| 30D | -1.4% | -15.7% | +14.3% | +1.8% |
| 3M | -5.3% | -27.3% | +22.0% | 0.0% |
| 6M | +9.8% | -12.1% | +21.8% | +10.5% |
| YTD | +8.4% | +37.1% | -28.8% | -1.9% |
| 1Y | +41.2% | -0.5% | +41.7% | +36.2% |
| 3Y | +149.6% | +61.5% | +88.1% | +106.1% |
| All | +140.1% | -58.7% | +198.8% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling