+327.1%
NET vs GNRC
+58.9%
+268.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -2.6% |
| 7D | -7.0% | +1.9% | -8.9% | -7.4% |
| 30D | -4.8% | -13.8% | +9.0% | -1.2% |
| 3M | +3.8% | -32.6% | +36.5% | +13.9% |
| 6M | +50.0% | -15.2% | +65.2% | +50.8% |
| YTD | +41.5% | +37.4% | +4.1% | +18.1% |
| 1Y | +32.8% | +5.1% | +27.7% | +21.8% |
| All | +327.1% | +58.9% | +268.2% | +253.4% |
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