-31.0%
TOST vs GNRC
-58.4%
+27.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.7% |
| 7D | +3.0% | -13.1% | +16.1% | +7.7% |
| 30D | +10.3% | -19.2% | +29.4% | +18.1% |
| 3M | -3.3% | -11.8% | +8.5% | -1.4% |
| 6M | +37.8% | -32.5% | +70.3% | +52.3% |
| YTD | -2.8% | +33.3% | -36.1% | -25.3% |
| 1Y | -9.6% | +16.0% | -25.6% | -26.2% |
| 3Y | +144.6% | +75.5% | +69.1% | +51.2% |
| 5Y | -31.0% | -58.7% | +27.7% | -10.7% |
| All | -31.0% | -58.4% | +27.4% | -10.7% |
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