+526.5%
P vs GNRC
+569.2%
-42.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +6.7% | -2.3% | +1.8% |
| 7D | -4.7% | +2.5% | -7.2% | -5.2% |
| 30D | -31.4% | -11.2% | -20.3% | -27.8% |
| 3M | -2.6% | -10.1% | +7.5% | +1.6% |
| 6M | +21.9% | -28.5% | +50.5% | +38.0% |
| YTD | +58.9% | +42.3% | +16.7% | +37.4% |
| 1Y | +21.7% | +22.8% | -1.1% | +10.6% |
| 3Y | +193.3% | +87.3% | +106.0% | +118.7% |
| 5Y | +275.1% | -56.9% | +332.0% | +357.1% |
| 10Y | +655.3% | +384.9% | +270.4% | +209.6% |
| All | +526.5% | +569.2% | -42.7% | +142.9% |
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