-53.2%
S vs GNRC
-54.2%
+1.0%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.6% |
| 7D | -7.7% | +1.9% | -9.6% | -8.4% |
| 30D | -5.3% | -13.8% | +8.5% | +0.3% |
| 3M | +20.3% | -32.6% | +52.9% | +39.0% |
| 6M | +47.4% | -15.2% | +62.6% | +48.6% |
| YTD | +32.5% | +37.4% | -4.9% | +2.5% |
| 1Y | +9.5% | +5.1% | +4.4% | -4.2% |
| 3Y | +15.5% | +57.5% | -42.0% | -24.1% |
| 5Y | -71.2% | -58.7% | -12.5% | -59.2% |
| All | -53.2% | -54.2% | +1.0% | -38.0% |
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 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