+16.9%
TPR vs GNRC
+6.8%
+10.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.7% | -0.7% |
| 7D | -2.7% | +1.9% | -4.6% | -3.0% |
| 30D | -23.3% | -13.8% | -9.4% | -21.6% |
| 3M | -12.8% | -32.6% | +19.8% | -7.8% |
| 6M | -21.7% | -15.2% | -6.5% | -21.5% |
| YTD | -3.9% | +37.4% | -41.3% | -11.8% |
| 1Y | +16.9% | +5.1% | +11.8% | +11.6% |
| All | +16.9% | +6.8% | +10.1% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling