+240.4%
GS vs GNRC
+62.7%
+177.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.6% |
| 7D | +3.4% | +4.8% | -1.5% | +2.1% |
| 30D | +0.2% | -10.4% | +10.6% | +2.8% |
| 3M | -0.3% | -28.5% | +28.1% | +7.6% |
| 6M | +27.4% | -6.8% | +34.1% | +26.9% |
| YTD | +19.6% | +39.5% | -19.8% | +5.3% |
| 1Y | +42.5% | +3.4% | +39.1% | +35.6% |
| 3Y | +240.4% | +65.1% | +175.3% | +171.9% |
| All | +240.4% | +62.7% | +177.7% | +171.9% |
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