+1,138.0%
NI vs GNRC
+2,020.8%
-882.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.3% |
| 7D | -0.6% | -0.7% | +0.2% | -0.5% |
| 30D | -1.4% | -15.8% | +14.4% | +0.5% |
| 3M | -10.6% | -24.0% | +13.4% | -8.2% |
| 6M | -9.9% | -13.8% | +3.9% | -9.4% |
| YTD | +1.2% | +33.2% | -32.1% | -3.8% |
| 1Y | +4.4% | -1.8% | +6.2% | +2.6% |
| 3Y | +68.6% | +57.7% | +10.9% | +53.4% |
| 5Y | +98.0% | -59.7% | +157.7% | +104.6% |
| 10Y | +143.6% | +430.7% | -287.1% | +71.1% |
| All | +1,138.0% | +2,020.8% | -882.8% | +550.4% |
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 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