+59.2%
TQQQ vs GNRC
+6.8%
+52.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.8% |
| 7D | +0.7% | +1.9% | -1.2% | -0.3% |
| 30D | -0.6% | -13.8% | +13.2% | +7.1% |
| 3M | -14.9% | -32.6% | +17.8% | +4.7% |
| 6M | +44.6% | -15.2% | +59.7% | +60.0% |
| YTD | +37.8% | +37.4% | +0.4% | +24.6% |
| 1Y | +59.2% | +5.1% | +54.0% | +61.8% |
| All | +59.2% | +6.8% | +52.4% | +61.8% |
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