+485.4%
P vs GNRC
+546.3%
-60.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +0.5% |
| 7D | +6.5% | +1.9% | +4.6% | +5.8% |
| 30D | +18.8% | -13.8% | +32.7% | +25.7% |
| 3M | +26.7% | -32.6% | +59.4% | +46.6% |
| 6M | +62.2% | -15.2% | +77.4% | +70.6% |
| YTD | +48.5% | +37.4% | +11.1% | +29.9% |
| 1Y | +26.4% | +5.1% | +21.2% | +20.6% |
| 3Y | +159.4% | +57.5% | +101.9% | +104.8% |
| 5Y | +275.8% | -58.7% | +334.5% | +361.6% |
| 10Y | +732.0% | +395.5% | +336.5% | +240.5% |
| All | +485.4% | +546.3% | -60.9% | +129.7% |
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