+2,662.4%
MA vs GNRC
+2,087.1%
+575.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.4% | -3.5% | -1.6% |
| 7D | -2.7% | +1.9% | -4.6% | -3.1% |
| 30D | +1.5% | -13.8% | +15.4% | +4.3% |
| 3M | +20.4% | -32.6% | +53.1% | +28.7% |
| 6M | +11.1% | -15.2% | +26.3% | +12.1% |
| YTD | +2.0% | +37.4% | -35.4% | -8.1% |
| 1Y | -2.2% | +5.1% | -7.3% | -7.3% |
| 3Y | +41.9% | +57.5% | -15.6% | +18.6% |
| 5Y | +75.4% | -58.7% | +134.1% | +86.9% |
| 10Y | +527.5% | +395.5% | +132.0% | +248.6% |
| All | +2,662.4% | +2,087.1% | +575.3% | +973.3% |
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