+1,013.1%
MOD vs GNRC
+2,022.1%
-1,009.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.7% | +0.8% | -1.4% |
| 7D | -17.8% | -13.1% | -4.7% | -12.0% |
| 30D | -43.2% | -19.2% | -24.0% | -37.2% |
| 3M | -46.0% | -11.8% | -34.2% | -42.9% |
| 6M | -62.2% | -32.5% | -29.7% | -55.3% |
| YTD | -22.8% | +33.3% | -56.1% | -31.1% |
| 1Y | -35.5% | +16.0% | -51.5% | -39.0% |
| 3Y | +128.2% | +75.5% | +52.7% | +85.1% |
| 5Y | +791.6% | -58.7% | +850.3% | +1,014.6% |
| 10Y | +886.3% | +351.2% | +535.1% | +317.3% |
| All | +1,013.1% | +2,022.1% | -1,009.0% | +127.6% |
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