+26.0%
MAR vs GNRC
+0.9%
+25.1%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.5% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | -5.4% | -15.7% | +10.3% | -4.6% |
| 3M | -15.5% | -27.3% | +11.8% | -14.2% |
| 6M | +3.0% | -12.1% | +15.0% | +2.0% |
| YTD | +8.5% | +37.1% | -28.6% | +4.6% |
| 1Y | +26.0% | -0.5% | +26.4% | +20.9% |
| All | +26.0% | +0.9% | +25.1% | +20.9% |
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