+867.6%
MO vs GNRC
+2,020.8%
-1,153.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.5% |
| 7D | -1.0% | -0.7% | -0.3% | -1.0% |
| 30D | +5.8% | -15.8% | +21.6% | +7.2% |
| 3M | -4.5% | -24.0% | +19.5% | -2.7% |
| 6M | +5.7% | -13.8% | +19.5% | +6.0% |
| YTD | +23.1% | +33.2% | -10.1% | +18.2% |
| 1Y | +10.9% | -1.8% | +12.7% | +9.2% |
| 3Y | +96.1% | +57.7% | +38.4% | +81.8% |
| 5Y | +100.1% | -59.7% | +159.8% | +107.1% |
| 10Y | +114.0% | +430.7% | -316.8% | +58.1% |
| All | +867.6% | +2,020.8% | -1,153.2% | +487.3% |
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 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