-44.8%
TOST vs GNRC
-57.6%
+12.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.7% | +3.0% | +0.6% |
| 7D | +3.0% | -13.1% | +16.1% | +7.6% |
| 30D | +10.3% | -19.2% | +29.4% | +18.0% |
| 3M | -3.3% | -11.8% | +8.5% | -1.4% |
| 6M | +37.8% | -32.5% | +70.3% | +52.0% |
| YTD | -2.8% | +33.3% | -36.1% | -24.8% |
| 1Y | -9.6% | +16.0% | -25.6% | -25.8% |
| 3Y | +144.6% | +75.5% | +69.1% | +53.4% |
| 5Y | -31.0% | -58.7% | +27.7% | -25.3% |
| All | -44.8% | -57.6% | +12.8% | -42.4% |
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