-48.9%
TOST vs GNRC
-57.6%
+8.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +1.0% | -0.6% |
| 7D | -5.9% | -0.7% | -5.1% | -5.6% |
| 30D | -8.4% | -15.8% | +7.4% | -2.4% |
| 3M | +31.4% | -24.0% | +55.5% | +42.8% |
| 6M | +10.5% | -13.8% | +24.3% | +10.5% |
| YTD | -10.1% | +33.2% | -43.3% | -28.6% |
| 1Y | -19.9% | -1.8% | -18.1% | -27.4% |
| 3Y | +53.3% | +57.7% | -4.5% | +3.6% |
| All | -48.9% | -57.6% | +8.7% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling