+106.1%
T vs GNRC
+57.0%
+49.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +1.6% |
| 7D | -2.4% | -0.7% | -1.7% | -2.4% |
| 30D | +4.3% | -15.8% | +20.1% | +4.3% |
| 3M | +11.6% | -24.0% | +35.6% | +11.3% |
| 6M | -5.6% | -13.8% | +8.2% | -6.3% |
| YTD | +6.6% | +33.2% | -26.7% | +4.1% |
| 1Y | -8.4% | -1.8% | -6.6% | -9.7% |
| All | +106.1% | +57.0% | +49.1% | +97.1% |
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