+191.2%
TER vs GNRC
+86.4%
+104.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -4.7% |
| 7D | +14.4% | +7.9% | +6.4% | +9.3% |
| 30D | -30.6% | -3.7% | -26.9% | -28.3% |
| 3M | -39.2% | -11.9% | -27.2% | -34.1% |
| 6M | -31.3% | -28.6% | -2.7% | -13.8% |
| YTD | +29.1% | +39.9% | -10.8% | +8.0% |
| 1Y | +47.4% | +23.4% | +24.1% | +32.2% |
| 3Y | +191.2% | +84.2% | +107.0% | +99.0% |
| All | +191.2% | +86.4% | +104.9% | +99.0% |
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