+1,468.1%
MAR vs GNRC
+2,077.0%
-608.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.0% | +2.8% | +1.3% |
| 7D | -0.5% | +3.2% | -3.7% | -1.2% |
| 30D | -4.7% | -9.5% | +4.9% | -2.6% |
| 3M | -15.6% | -28.5% | +12.9% | -9.7% |
| 6M | +1.2% | -10.0% | +11.2% | +1.4% |
| YTD | +7.5% | +36.7% | -29.3% | -3.9% |
| 1Y | +26.6% | +2.6% | +24.0% | +20.4% |
| 3Y | +66.0% | +61.9% | +4.1% | +36.1% |
| 5Y | +154.1% | -59.0% | +213.1% | +175.9% |
| 10Y | +441.9% | +444.8% | -2.9% | +176.6% |
| All | +1,468.1% | +2,077.0% | -608.9% | +365.0% |
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