+19.0%
MSCI vs GNRC
+17.5%
+1.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -9.5% | +14.9% | +4.8% |
| 7D | +11.5% | -6.0% | +17.4% | +11.0% |
| 30D | +22.1% | -12.0% | +34.1% | +21.2% |
| 3M | +18.4% | -13.4% | +31.8% | +17.1% |
| 6M | +16.6% | -26.4% | +43.0% | +14.1% |
| YTD | +18.8% | +38.8% | -20.0% | +15.5% |
| 1Y | +19.0% | +20.9% | -1.9% | +15.2% |
| All | +19.0% | +17.5% | +1.4% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling