+399.5%
TPR vs GNRC
+89.5%
+309.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -3.0% |
| 7D | +6.4% | +2.5% | +3.9% | +5.5% |
| 30D | +13.8% | -11.2% | +24.9% | +15.9% |
| 3M | -16.6% | -10.1% | -6.5% | -15.5% |
| 6M | +0.7% | -28.5% | +29.2% | +6.7% |
| YTD | +5.3% | +42.3% | -36.9% | -10.3% |
| 1Y | +32.4% | +22.8% | +9.5% | +17.5% |
| All | +399.5% | +89.5% | +309.9% | +244.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling