-7.5%
T vs GNRC
+0.9%
-8.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +2.1% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +7.5% | -15.7% | +23.2% | +7.0% |
| 3M | +14.8% | -27.3% | +42.2% | +13.8% |
| 6M | -1.7% | -12.1% | +10.3% | -3.5% |
| YTD | +8.7% | +37.1% | -28.4% | +3.3% |
| 1Y | -7.5% | -0.5% | -7.0% | -10.5% |
| All | -7.5% | +0.9% | -8.4% | -10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling