+29.7%
Q vs GNRC
-6.6%
+36.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -0.3% |
| 7D | +4.1% | -0.7% | +4.8% | +4.5% |
| 30D | -10.7% | -15.8% | +5.1% | -2.0% |
| 3M | -11.7% | -24.0% | +12.3% | +4.0% |
| 6M | +8.3% | -13.8% | +22.1% | +19.8% |
| YTD | +51.3% | +33.2% | +18.1% | +41.0% |
| All | +29.7% | -6.6% | +36.3% | +32.5% |
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