-0.3%
MSFT vs GNRC
+0.9%
-1.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.9% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +0.8% | -15.7% | +16.6% | -0.3% |
| 3M | +27.2% | -27.3% | +54.5% | +24.3% |
| 6M | +22.9% | -12.1% | +35.0% | +19.8% |
| YTD | +3.1% | +37.1% | -34.0% | 0.0% |
| 1Y | -0.3% | -0.5% | +0.2% | -1.2% |
| All | -0.3% | +0.9% | -1.2% | -1.2% |
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