+57.4%
MAR vs GNRC
+17.5%
+39.8%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.5% | +11.6% | +2.6% |
| 7D | +7.7% | -6.0% | +13.7% | +8.0% |
| 30D | +19.4% | -12.0% | +31.4% | +20.1% |
| 3M | +23.3% | -13.4% | +36.7% | +24.2% |
| 6M | +22.8% | -26.4% | +49.2% | +24.4% |
| YTD | +37.8% | +38.8% | -1.1% | +28.5% |
| 1Y | +57.4% | +20.9% | +36.5% | +49.5% |
| All | +57.4% | +17.5% | +39.8% | +49.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling