-41.9%
IT vs GNRC
-58.7%
+16.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.9% | +2.3% | +4.8% |
| 7D | -3.7% | -0.2% | -3.5% | -3.7% |
| 30D | +0.1% | -15.7% | +15.8% | +2.4% |
| 3M | +20.7% | -27.3% | +48.0% | +25.0% |
| 6M | +12.0% | -12.1% | +24.0% | +10.8% |
| YTD | -28.8% | +37.1% | -65.9% | -35.9% |
| 1Y | -25.5% | -0.5% | -25.1% | -29.0% |
| 3Y | -48.8% | +61.5% | -110.3% | -57.3% |
| All | -41.9% | -58.7% | +16.8% | -37.8% |
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