+90.9%
PL vs GNRC
+1.4%
+89.6%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.4% | -2.6% |
| 7D | -13.9% | +3.2% | -17.0% | -14.9% |
| 30D | -25.5% | -9.5% | -15.9% | -22.7% |
| 3M | -44.8% | -28.5% | -16.2% | -38.4% |
| 6M | -33.3% | -10.0% | -23.3% | -27.6% |
| YTD | -12.7% | +36.7% | -49.4% | -16.0% |
| 1Y | +90.9% | +2.6% | +88.3% | +97.9% |
| All | +90.9% | +1.4% | +89.6% | +97.9% |
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 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