-9.3%
MCD vs GNRC
+18.7%
-28.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.7% |
| 7D | -1.6% | +7.9% | -9.6% | -1.2% |
| 30D | +14.1% | -3.7% | +17.8% | +13.9% |
| 3M | +0.6% | -11.9% | +12.6% | 0.0% |
| 6M | 0.0% | -28.6% | +28.6% | -1.8% |
| YTD | -9.3% | +39.9% | -49.2% | -10.3% |
| 1Y | -9.3% | +23.4% | -32.7% | -10.3% |
| All | -9.3% | +18.7% | -28.0% | -10.3% |
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 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