+95.7%
QQQ vs GNRC
-58.7%
+154.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | +0.2% |
| 7D | -0.6% | -0.2% | -0.4% | -0.5% |
| 30D | -1.2% | -15.7% | +14.5% | +2.6% |
| 3M | -0.2% | -27.3% | +27.1% | +6.8% |
| 6M | +17.9% | -12.1% | +30.0% | +19.9% |
| YTD | +16.6% | +37.1% | -20.5% | +5.8% |
| 1Y | +23.0% | -0.5% | +23.4% | +19.6% |
| 3Y | +92.9% | +61.5% | +31.4% | +60.7% |
| All | +95.7% | -58.7% | +154.4% | +108.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling