+1,376.8%
STX vs GNRC
+61.2%
+1,315.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.0% | -0.1% | -1.3% |
| 7D | +9.6% | +3.2% | +6.4% | +8.3% |
| 30D | +10.6% | -9.5% | +20.1% | +15.2% |
| 3M | +4.8% | -28.5% | +33.3% | +20.2% |
| 6M | +137.3% | -10.0% | +147.2% | +152.3% |
| YTD | +222.5% | +36.7% | +185.7% | +202.8% |
| 1Y | +366.2% | +2.6% | +363.6% | +369.2% |
| All | +1,376.8% | +61.2% | +1,315.7% | +1,131.6% |
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