+43.1%
MOD vs GNRC
+6.8%
+36.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +2.9% |
| 7D | +9.6% | +1.9% | +7.7% | +8.4% |
| 30D | 0.0% | -13.8% | +13.9% | +9.2% |
| 3M | -35.4% | -32.6% | -2.7% | -18.4% |
| 6M | -7.3% | -15.2% | +7.9% | +3.2% |
| YTD | +45.8% | +37.4% | +8.4% | +21.6% |
| 1Y | +43.1% | +5.1% | +38.0% | +43.9% |
| All | +43.1% | +6.8% | +36.4% | +43.9% |
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