+434.5%
TPR vs GNRC
+2,087.1%
-1,652.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -0.7% |
| 7D | -2.3% | +1.9% | -4.2% | -2.9% |
| 30D | -23.0% | -13.8% | -9.1% | -19.6% |
| 3M | -12.5% | -32.6% | +20.2% | -2.8% |
| 6M | -21.4% | -15.2% | -6.2% | -19.6% |
| YTD | -3.5% | +37.4% | -40.9% | -15.9% |
| 1Y | +17.4% | +5.1% | +12.2% | +10.1% |
| 3Y | +291.3% | +57.5% | +233.7% | +211.5% |
| 5Y | +241.9% | -58.7% | +300.6% | +283.8% |
| 10Y | +322.7% | +395.5% | -72.8% | +116.2% |
| All | +434.5% | +2,087.1% | -1,652.6% | +72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling