+10.5%
MO vs GNRC
+6.8%
+3.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.2% | -0.9% |
| 7D | +0.3% | +1.9% | -1.6% | +0.3% |
| 30D | +0.6% | -13.8% | +14.5% | +0.6% |
| 3M | -1.0% | -32.6% | +31.7% | -0.8% |
| 6M | +4.3% | -15.2% | +19.5% | +3.2% |
| YTD | +23.3% | +37.4% | -14.1% | +17.2% |
| 1Y | +10.5% | +5.1% | +5.3% | +7.5% |
| All | +10.5% | +6.8% | +3.7% | +7.5% |
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