-99.1%
NVD vs GNRC
+55.0%
-154.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -2.6% | +7.0% | +3.1% |
| 7D | +9.0% | -0.7% | +9.8% | +8.7% |
| 30D | -5.5% | -15.8% | +10.4% | -13.4% |
| 3M | -24.6% | -24.0% | -0.6% | -32.8% |
| 6M | -42.1% | -13.8% | -28.3% | -43.2% |
| YTD | -44.3% | +33.2% | -77.6% | -28.4% |
| 1Y | -54.2% | -1.8% | -52.4% | -49.7% |
| 3Y | -99.1% | +57.7% | -156.8% | -98.4% |
| All | -99.1% | +55.0% | -154.1% | -98.4% |
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