+69.5%
T vs GNRC
-58.7%
+128.2%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.9% | -0.9% | +1.9% |
| 7D | +1.5% | -0.2% | +1.7% | +1.5% |
| 30D | +7.5% | -15.7% | +23.2% | +8.1% |
| 3M | +14.8% | -27.3% | +42.2% | +16.0% |
| 6M | -1.7% | -12.1% | +10.3% | -2.0% |
| YTD | +8.7% | +37.1% | -28.4% | +5.5% |
| 1Y | -7.5% | -0.5% | -7.0% | -8.7% |
| 3Y | +110.2% | +61.5% | +48.7% | +98.6% |
| All | +69.5% | -58.7% | +128.2% | +67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling