+322.4%
NET vs GNRC
+81.3%
+241.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -9.5% | +7.0% | -0.3% |
| 7D | -16.4% | -6.0% | -10.4% | -15.2% |
| 30D | -25.8% | -12.0% | -13.8% | -23.7% |
| 3M | -11.5% | -13.4% | +1.9% | -9.2% |
| 6M | +18.9% | -26.4% | +45.3% | +24.9% |
| YTD | +35.2% | +38.8% | -3.6% | +12.7% |
| 1Y | +14.5% | +20.9% | -6.4% | +0.2% |
| All | +322.4% | +81.3% | +241.2% | +138.1% |
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