+614.9%
MRK vs GNRC
+2,020.8%
-1,406.0%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.7% | -1.7% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | +11.0% | -15.8% | +26.8% | +12.8% |
| 3M | +22.4% | -24.0% | +46.4% | +25.1% |
| 6M | +25.4% | -13.8% | +39.2% | +26.1% |
| YTD | +39.5% | +33.2% | +6.3% | +33.8% |
| 1Y | +78.0% | -1.8% | +79.8% | +75.4% |
| 3Y | +45.5% | +57.7% | -12.2% | +34.1% |
| 5Y | +130.3% | -59.7% | +190.0% | +141.3% |
| 10Y | +229.8% | +430.7% | -200.9% | +126.5% |
| All | +614.9% | +2,020.8% | -1,406.0% | +273.5% |
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 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