+232.6%
TPR vs GNRC
-56.9%
+289.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -3.3% |
| 7D | +6.4% | +2.5% | +3.9% | +5.4% |
| 30D | +13.8% | -11.2% | +24.9% | +16.1% |
| 3M | -16.6% | -10.1% | -6.5% | -15.7% |
| 6M | +0.7% | -28.5% | +29.2% | +6.5% |
| YTD | +5.3% | +42.3% | -36.9% | -9.0% |
| 1Y | +32.4% | +22.8% | +9.5% | +18.6% |
| 3Y | +406.4% | +87.3% | +319.0% | +291.1% |
| All | +232.6% | -56.9% | +289.5% | +225.1% |
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