+66.3%
MA vs GNRC
-58.2%
+124.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.3% |
| 7D | -3.5% | +3.2% | -6.7% | -3.9% |
| 30D | +0.8% | -9.5% | +10.3% | +1.9% |
| 3M | +14.8% | -28.5% | +43.3% | +19.0% |
| 6M | +10.0% | -10.0% | +19.9% | +9.3% |
| YTD | -0.1% | +36.7% | -36.9% | -7.8% |
| 1Y | -2.2% | +2.6% | -4.8% | -5.8% |
| 3Y | +39.3% | +61.9% | -22.6% | +20.6% |
| 5Y | +66.3% | -59.0% | +125.4% | +65.6% |
| All | +66.3% | -58.2% | +124.5% | +65.6% |
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 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