+7.4%
MSCI vs GNRC
+61.2%
-53.7%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.7% |
| 7D | -1.1% | +3.2% | -4.3% | -1.3% |
| 30D | -1.2% | -9.5% | +8.4% | -0.5% |
| 3M | -8.4% | -28.5% | +20.2% | -6.4% |
| 6M | -1.0% | -10.0% | +8.9% | -2.5% |
| YTD | -2.3% | +36.7% | -39.0% | -10.6% |
| 1Y | -1.2% | +2.6% | -3.7% | -5.5% |
| All | +7.4% | +61.2% | -53.7% | -7.9% |
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