+11.5%
TPR vs GNRC
-0.8%
+12.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.6% | +4.5% | +2.3% |
| 7D | -5.1% | -0.7% | -4.4% | -5.0% |
| 30D | -27.6% | -15.8% | -11.7% | -25.7% |
| 3M | -17.5% | -24.0% | +6.6% | -14.5% |
| 6M | -21.3% | -13.8% | -7.5% | -21.4% |
| YTD | -8.5% | +33.2% | -41.7% | -15.8% |
| 1Y | +11.5% | -1.8% | +13.3% | +7.0% |
| All | +11.5% | -0.8% | +12.2% | +7.0% |
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