+226.8%
SOXX vs GNRC
+61.6%
+165.2%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.1% | +0.6% |
| 7D | +1.4% | -0.2% | +1.6% | +1.5% |
| 30D | -3.6% | -15.7% | +12.2% | +3.9% |
| 3M | -10.2% | -27.3% | +17.2% | +3.8% |
| 6M | +54.2% | -12.1% | +66.3% | +65.1% |
| YTD | +75.2% | +37.1% | +38.1% | +56.6% |
| 1Y | +107.5% | -0.5% | +108.0% | +108.1% |
| 3Y | +226.8% | +61.5% | +165.2% | +158.8% |
| All | +226.8% | +61.6% | +165.2% | +158.8% |
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