+1,101.5%
LOW vs GNRC
+2,020.8%
-919.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.6% | -0.4% |
| 7D | -2.6% | -0.7% | -1.9% | -2.5% |
| 30D | -11.1% | -15.8% | +4.7% | -7.6% |
| 3M | -8.5% | -24.0% | +15.5% | -3.4% |
| 6M | -20.8% | -13.8% | -7.1% | -19.9% |
| YTD | -17.2% | +33.2% | -50.4% | -25.5% |
| 1Y | -24.7% | -1.8% | -22.9% | -27.5% |
| 3Y | -9.7% | +57.7% | -67.5% | -25.4% |
| 5Y | +6.0% | -59.7% | +65.7% | +14.8% |
| 10Y | +230.5% | +430.7% | -200.3% | +84.6% |
| All | +1,101.5% | +2,020.8% | -919.3% | +383.5% |
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