+796.2%
ON vs GNRC
+2,077.0%
-1,280.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.8% | +0.7% |
| 7D | -1.9% | +3.2% | -5.0% | -3.2% |
| 30D | -11.0% | -9.5% | -1.5% | -7.3% |
| 3M | -39.3% | -28.5% | -10.8% | -29.7% |
| 6M | +19.8% | -10.0% | +29.8% | +26.5% |
| YTD | +31.1% | +36.7% | -5.7% | +15.7% |
| 1Y | +46.0% | +2.6% | +43.4% | +43.7% |
| 3Y | -27.5% | +61.9% | -89.4% | -42.0% |
| 5Y | +56.9% | -59.0% | +115.9% | +96.1% |
| 10Y | +591.8% | +444.8% | +147.0% | +247.5% |
| All | +796.2% | +2,077.0% | -1,280.8% | +196.3% |
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