+2,002.2%
MOD vs GNRC
+2,087.1%
-85.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.4% | +1.9% | +3.3% |
| 7D | +9.6% | +1.9% | +7.7% | +8.7% |
| 30D | 0.0% | -13.8% | +13.9% | +6.3% |
| 3M | -35.4% | -32.6% | -2.7% | -23.9% |
| 6M | -7.3% | -15.2% | +7.9% | -0.6% |
| YTD | +45.8% | +37.4% | +8.4% | +27.9% |
| 1Y | +43.1% | +5.1% | +38.0% | +39.5% |
| 3Y | +297.7% | +57.5% | +240.2% | +232.2% |
| 5Y | +1,478.8% | -58.7% | +1,537.5% | +1,850.6% |
| 10Y | +1,633.4% | +395.5% | +1,237.9% | +601.8% |
| All | +2,002.2% | +2,087.1% | -85.0% | +322.4% |
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