-28.0%
MOD vs GNRC
+21.5%
-49.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | -0.2% |
| 7D | +16.1% | +11.9% | +4.2% | +8.2% |
| 30D | -38.5% | -10.0% | -28.5% | -33.6% |
| 3M | -46.8% | -13.1% | -33.7% | -41.6% |
| 6M | -61.6% | -28.5% | -33.1% | -52.4% |
| YTD | -20.5% | +41.4% | -62.0% | -35.8% |
| 1Y | -28.0% | +18.8% | -46.8% | -30.5% |
| All | -28.0% | +21.5% | -49.5% | -30.5% |
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