+16.0%
P vs GNRC
-0.8%
+16.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.6% | -0.5% | -2.0% |
| 7D | -4.1% | -0.7% | -3.4% | -3.8% |
| 30D | -14.0% | -15.8% | +1.9% | -7.9% |
| 3M | +41.4% | -24.0% | +65.5% | +57.6% |
| 6M | +54.2% | -13.8% | +67.9% | +65.2% |
| YTD | +40.4% | +33.2% | +7.2% | +32.0% |
| 1Y | +16.0% | -1.8% | +17.8% | +16.5% |
| All | +16.0% | -0.8% | +16.7% | +16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling