-48.3%
MUZ vs GNRC
-29.4%
-18.9%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.2% | -9.5% | +23.8% | +0.6% |
| 7D | +47.2% | -6.0% | +53.2% | +37.1% |
| 30D | +57.1% | -12.0% | +69.1% | +37.9% |
| 3M | -5.3% | -13.4% | +8.1% | -25.2% |
| All | -48.3% | -29.4% | -18.9% | -67.5% |
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 · Available span rolling