+3,058.2%
MA vs GNRC
+2,127.0%
+931.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.5% |
| 7D | +1.3% | +7.9% | -6.6% | -0.3% |
| 30D | +9.6% | -3.7% | +13.3% | +9.8% |
| 3M | +16.8% | -11.9% | +28.7% | +18.2% |
| 6M | +35.2% | -28.6% | +63.8% | +40.6% |
| YTD | +16.6% | +39.9% | -23.3% | +3.4% |
| 1Y | +19.8% | +23.4% | -3.6% | +8.9% |
| 3Y | +70.7% | +84.2% | -13.6% | +36.8% |
| 5Y | +87.4% | -57.3% | +144.7% | +96.8% |
| 10Y | +570.0% | +376.8% | +193.2% | +271.4% |
| All | +3,058.2% | +2,127.0% | +931.1% | +1,108.4% |
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