+16.0%
O vs GNRC
-58.7%
+74.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.4% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -4.5% | -15.7% | +11.2% | -3.2% |
| 3M | -2.6% | -27.3% | +24.7% | -0.4% |
| 6M | -5.6% | -12.1% | +6.4% | -5.7% |
| YTD | +9.3% | +37.1% | -27.9% | +4.0% |
| 1Y | +4.3% | -0.5% | +4.8% | +2.3% |
| 3Y | +27.4% | +61.5% | -34.1% | +16.1% |
| All | +16.0% | -58.7% | +74.7% | +14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling