+9.0%
MSFT vs GNRC
+17.5%
-8.6%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -9.5% | +16.2% | +6.0% |
| 7D | +4.7% | -6.0% | +10.6% | +4.2% |
| 30D | +5.8% | -12.0% | +17.9% | +5.0% |
| 3M | +13.0% | -13.4% | +26.4% | +11.7% |
| 6M | +34.9% | -26.4% | +61.3% | +31.2% |
| YTD | +15.7% | +38.8% | -23.2% | +14.1% |
| 1Y | +9.0% | +20.9% | -11.9% | +7.6% |
| All | +9.0% | +17.5% | -8.6% | +7.6% |
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 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