+503.0%
MA vs GNRC
+448.8%
+54.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.3% | +0.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | +1.7% | -15.7% | +17.4% | +5.0% |
| 3M | +17.2% | -27.3% | +44.5% | +23.5% |
| 6M | +13.3% | -12.1% | +25.4% | +13.3% |
| YTD | +0.2% | +37.1% | -36.9% | -10.3% |
| 1Y | -2.7% | -0.5% | -2.3% | -7.0% |
| 3Y | +39.1% | +61.5% | -22.5% | +13.7% |
| 5Y | +68.8% | -58.6% | +127.3% | +87.6% |
| All | +503.0% | +448.8% | +54.2% | +160.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling