+4,063.4%
TER vs GNRC
+2,120.5%
+1,942.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.5% | +2.7% | +3.6% |
| 7D | +11.0% | +4.8% | +6.1% | +8.9% |
| 30D | -1.9% | -10.4% | +8.5% | +2.7% |
| 3M | -0.7% | -28.5% | +27.8% | +15.5% |
| 6M | +36.4% | -6.8% | +43.1% | +41.0% |
| YTD | +92.4% | +39.5% | +53.0% | +70.0% |
| 1Y | +213.5% | +3.4% | +210.1% | +207.1% |
| 3Y | +277.2% | +65.1% | +212.1% | +205.7% |
| 5Y | +219.1% | -57.1% | +276.2% | +285.6% |
| 10Y | +1,744.2% | +432.5% | +1,311.7% | +842.1% |
| All | +4,063.4% | +2,120.5% | +1,942.8% | +1,147.5% |
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