+47.9%
TLT vs GNRC
+2,077.0%
-2,029.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | -0.6% |
| 7D | -0.3% | +3.2% | -3.4% | -0.2% |
| 30D | 0.0% | -9.5% | +9.5% | -0.3% |
| 3M | -2.9% | -28.5% | +25.7% | -3.9% |
| 6M | -6.3% | -10.0% | +3.7% | -6.3% |
| YTD | -3.3% | +36.7% | -40.1% | -1.7% |
| 1Y | -4.2% | +2.6% | -6.8% | -3.5% |
| 3Y | -1.7% | +61.9% | -63.6% | +1.4% |
| 5Y | -34.9% | -59.0% | +24.2% | -38.0% |
| 10Y | -19.8% | +444.8% | -464.6% | +0.4% |
| All | +47.9% | +2,077.0% | -2,029.1% | +125.4% |
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