+191.0%
MOD vs GNRC
+86.4%
+104.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +27.9% | -1.1% | +29.0% | +28.6% |
| 7D | +40.4% | +7.9% | +32.5% | +33.5% |
| 30D | -14.0% | -3.7% | -10.3% | -10.8% |
| 3M | -33.3% | -11.9% | -21.4% | -27.6% |
| 6M | -51.4% | -28.6% | -22.8% | -39.8% |
| YTD | +1.6% | +39.9% | -38.3% | -20.3% |
| 1Y | +5.4% | +23.4% | -18.0% | -10.0% |
| 3Y | +191.0% | +84.2% | +106.7% | +96.0% |
| All | +191.0% | +86.4% | +104.6% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling