+216.4%
TER vs GNRC
-58.7%
+275.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.4% | +1.2% |
| 7D | +6.4% | -0.2% | +6.5% | +6.5% |
| 30D | -5.7% | -15.7% | +10.1% | +1.9% |
| 3M | -0.4% | -27.3% | +26.9% | +16.8% |
| 6M | +25.8% | -12.1% | +37.9% | +34.5% |
| YTD | +96.4% | +37.1% | +59.3% | +74.5% |
| 1Y | +229.2% | -0.5% | +229.7% | +229.1% |
| 3Y | +288.1% | +61.5% | +226.6% | +216.8% |
| All | +216.4% | -58.7% | +275.1% | +294.0% |
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 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