+233.5%
SPOT vs GNRC
+61.6%
+171.9%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | +0.6% |
| 7D | -3.1% | -0.2% | -2.9% | -3.1% |
| 30D | +7.4% | -15.7% | +23.1% | +8.7% |
| 3M | +8.2% | -27.3% | +35.5% | +10.5% |
| 6M | +2.2% | -12.1% | +14.3% | +1.3% |
| YTD | -9.5% | +37.1% | -46.6% | -17.2% |
| 1Y | -23.8% | -0.5% | -23.4% | -26.7% |
| 3Y | +233.5% | +61.5% | +172.0% | +186.2% |
| All | +233.5% | +61.6% | +171.9% | +186.2% |
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