+10.0%
S vs GNRC
+61.2%
-51.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.0% | +2.0% | +0.5% |
| 7D | -1.2% | +3.2% | -4.4% | -2.0% |
| 30D | -12.6% | -9.5% | -3.0% | -10.7% |
| 3M | +27.6% | -28.5% | +56.1% | +36.6% |
| 6M | +35.5% | -10.0% | +45.4% | +32.4% |
| YTD | +29.6% | +36.7% | -7.1% | +5.9% |
| 1Y | +8.1% | +2.6% | +5.5% | -1.6% |
| All | +10.0% | +61.2% | -51.1% | -18.8% |
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