+73.5%
MSFT vs GNRC
-60.2%
+133.7%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.7% | +0.5% |
| 7D | -3.5% | -0.7% | -2.7% | -3.4% |
| 30D | -2.1% | -15.8% | +13.8% | +0.3% |
| 3M | +24.2% | -24.0% | +48.2% | +27.9% |
| 6M | +21.9% | -13.8% | +35.6% | +21.5% |
| YTD | +2.5% | +33.2% | -30.7% | -6.6% |
| 1Y | -0.8% | -1.8% | +1.0% | -4.7% |
| 3Y | +50.8% | +57.7% | -7.0% | +26.5% |
| 5Y | +73.5% | -59.7% | +133.3% | +87.2% |
| All | +73.5% | -60.2% | +133.7% | +87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling