+1,449.6%
NET vs GNRC
+125.5%
+1,324.1%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.4% | -4.3% | -3.1% |
| 7D | -7.0% | +1.9% | -8.9% | -7.8% |
| 30D | -4.8% | -13.8% | +9.0% | +1.7% |
| 3M | +3.8% | -32.6% | +36.5% | +22.2% |
| 6M | +50.0% | -15.2% | +65.2% | +52.7% |
| YTD | +41.5% | +37.4% | +4.1% | +9.4% |
| 1Y | +32.8% | +5.1% | +27.7% | +16.6% |
| 3Y | +335.9% | +57.5% | +278.4% | +182.9% |
| 5Y | +113.8% | -58.7% | +172.5% | +164.7% |
| All | +1,449.6% | +125.5% | +1,324.1% | +1,040.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling