-32.6%
MOD vs GNRC
+17.5%
-50.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.4% | -9.5% | -11.9% | -15.5% |
| 7D | -31.3% | -6.0% | -25.4% | -27.8% |
| 30D | -46.1% | -12.0% | -34.1% | -41.0% |
| 3M | -51.1% | -13.4% | -37.7% | -46.2% |
| 6M | -62.1% | -26.4% | -35.7% | -53.6% |
| YTD | -26.2% | +38.8% | -65.0% | -38.9% |
| 1Y | -32.6% | +20.9% | -53.5% | -36.0% |
| All | -32.6% | +17.5% | -50.1% | -36.0% |
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 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