+147.7%
P vs GNRC
+61.2%
+86.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.1% | -3.3% |
| 7D | +5.0% | +3.2% | +1.8% | +3.8% |
| 30D | -0.9% | -9.5% | +8.6% | +3.2% |
| 3M | +38.7% | -28.5% | +67.2% | +57.2% |
| 6M | +54.4% | -10.0% | +64.3% | +60.2% |
| YTD | +44.8% | +36.7% | +8.1% | +28.4% |
| 1Y | +22.5% | +2.6% | +20.0% | +19.2% |
| All | +147.7% | +61.2% | +86.6% | +108.0% |
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