+16.0%
GS vs GNRC
+18.7%
-2.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.5% |
| 7D | +5.9% | +7.9% | -2.1% | +4.2% |
| 30D | +4.3% | -3.7% | +8.0% | +4.6% |
| 3M | -11.7% | -11.9% | +0.3% | -10.2% |
| 6M | -3.2% | -28.6% | +25.4% | +1.7% |
| YTD | +5.8% | +39.9% | -34.1% | -6.0% |
| 1Y | +16.0% | +23.4% | -7.3% | +6.6% |
| All | +16.0% | +18.7% | -2.7% | +6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling