+83.0%
PL vs GNRC
-43.6%
+126.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.4% | -3.6% | -2.3% |
| 7D | -9.3% | +1.9% | -11.2% | -10.2% |
| 30D | -18.9% | -13.8% | -5.1% | -13.5% |
| 3M | -58.4% | -32.6% | -25.7% | -50.3% |
| 6M | -30.3% | -15.2% | -15.1% | -25.8% |
| YTD | -8.1% | +37.4% | -45.5% | -22.5% |
| 1Y | +180.5% | +5.1% | +175.3% | +164.1% |
| 3Y | +444.1% | +57.5% | +386.6% | +331.4% |
| 5Y | +83.0% | -58.7% | +141.7% | +101.2% |
| All | +83.0% | -43.6% | +126.7% | +99.0% |
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 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