+332.4%
T vs GNRC
+2,120.5%
-1,788.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | -1.5% | +4.8% | -6.4% | -2.0% |
| 30D | +7.6% | -10.4% | +18.0% | +8.7% |
| 3M | +15.3% | -28.5% | +43.8% | +18.5% |
| 6M | -8.5% | -6.8% | -1.7% | -9.0% |
| YTD | +6.8% | +39.5% | -32.7% | +1.1% |
| 1Y | -7.2% | +3.4% | -10.6% | -9.5% |
| 3Y | +108.2% | +65.1% | +43.1% | +88.2% |
| 5Y | +66.1% | -57.1% | +123.1% | +71.4% |
| 10Y | +65.3% | +432.5% | -367.2% | +15.0% |
| All | +332.4% | +2,120.5% | -1,788.1% | +136.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling