-22.2%
ON vs GNRC
+61.6%
-83.8%
-67.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.9% | +5.6% | +6.8% |
| 7D | +2.4% | -0.2% | +2.6% | +2.5% |
| 30D | -8.6% | -15.7% | +7.1% | +0.7% |
| 3M | -34.3% | -27.3% | -7.0% | -20.3% |
| 6M | +28.5% | -12.1% | +40.6% | +40.8% |
| YTD | +40.6% | +37.1% | +3.5% | +20.9% |
| 1Y | +55.3% | -0.5% | +55.8% | +56.3% |
| 3Y | -22.2% | +61.5% | -83.7% | -40.1% |
| All | -22.2% | +61.6% | -83.8% | -40.1% |
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