+218.7%
TPR vs GNRC
-58.2%
+276.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -2.8% |
| 7D | -7.3% | +3.2% | -10.5% | -8.1% |
| 30D | -30.7% | -9.5% | -21.2% | -29.1% |
| 3M | -21.6% | -28.5% | +6.9% | -15.5% |
| 6M | -21.3% | -10.0% | -11.4% | -21.1% |
| YTD | -10.2% | +36.7% | -46.9% | -20.3% |
| 1Y | +9.5% | +2.6% | +6.9% | +4.3% |
| 3Y | +280.8% | +61.9% | +218.9% | +210.1% |
| 5Y | +218.7% | -59.0% | +277.7% | +234.3% |
| All | +218.7% | -58.2% | +276.9% | +234.3% |
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