+669.2%
IT vs GNRC
+2,077.0%
-1,407.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.3% |
| 7D | -9.1% | +3.2% | -12.3% | -9.7% |
| 30D | -12.2% | -9.5% | -2.6% | -10.7% |
| 3M | +7.8% | -28.5% | +36.4% | +13.4% |
| 6M | +2.0% | -10.0% | +11.9% | +0.9% |
| YTD | -32.7% | +36.7% | -69.5% | -39.8% |
| 1Y | -31.1% | +2.6% | -33.7% | -34.8% |
| 3Y | -52.1% | +61.9% | -114.0% | -60.4% |
| 5Y | -46.3% | -59.0% | +12.8% | -43.1% |
| 10Y | +91.4% | +444.8% | -353.4% | +8.6% |
| All | +669.2% | +2,077.0% | -1,407.7% | +195.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling