+1,771.8%
QQQ vs GNRC
+2,020.8%
-249.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.6% | +1.5% | -0.5% |
| 7D | -1.3% | -0.7% | -0.5% | -1.1% |
| 30D | -1.4% | -15.8% | +14.5% | +2.6% |
| 3M | +2.3% | -24.0% | +26.3% | +8.5% |
| 6M | +16.9% | -13.8% | +30.7% | +19.4% |
| YTD | +15.6% | +33.2% | -17.6% | +5.5% |
| 1Y | +22.6% | -1.8% | +24.4% | +19.5% |
| 3Y | +93.5% | +57.7% | +35.8% | +62.7% |
| 5Y | +93.9% | -59.7% | +153.7% | +111.8% |
| 10Y | +564.6% | +430.7% | +133.8% | +293.0% |
| All | +1,771.8% | +2,020.8% | -249.1% | +690.5% |
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 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