+34.3%
IR vs GNRC
-60.2%
+94.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.6% | +1.9% | 0.0% |
| 7D | -3.1% | -0.7% | -2.3% | -2.9% |
| 30D | -14.0% | -15.8% | +1.8% | -10.4% |
| 3M | +3.7% | -24.0% | +27.8% | +10.1% |
| 6M | -15.4% | -13.8% | -1.6% | -13.8% |
| YTD | -7.7% | +33.2% | -40.9% | -16.4% |
| 1Y | -8.8% | -1.8% | -7.0% | -11.4% |
| 3Y | +5.6% | +57.7% | -52.1% | -10.9% |
| 5Y | +34.3% | -59.7% | +94.1% | +42.2% |
| All | +34.3% | -60.2% | +94.5% | +42.2% |
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 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