+950.4%
PLTR vs GNRC
+57.0%
+893.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.4% |
| 7D | -9.1% | -0.7% | -8.4% | -9.0% |
| 30D | -5.2% | -15.8% | +10.6% | -0.4% |
| 3M | +27.4% | -24.0% | +51.4% | +34.9% |
| 6M | +9.7% | -13.8% | +23.5% | +8.4% |
| YTD | -6.7% | +33.2% | -39.9% | -26.1% |
| 1Y | -0.5% | -1.8% | +1.3% | -9.9% |
| All | +950.4% | +57.0% | +893.4% | +646.0% |
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