+176.8%
MS vs GNRC
+86.4%
+90.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +1.0% |
| 7D | +5.1% | +7.9% | -2.8% | +3.1% |
| 30D | +5.7% | -3.7% | +9.4% | +6.1% |
| 3M | -12.2% | -11.9% | -0.2% | -10.4% |
| 6M | -0.5% | -28.6% | +28.1% | +5.7% |
| YTD | +9.8% | +39.9% | -30.1% | -5.9% |
| 1Y | +17.7% | +23.4% | -5.6% | +4.7% |
| 3Y | +176.8% | +84.2% | +92.6% | +93.8% |
| All | +176.8% | +86.4% | +90.5% | +93.8% |
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