+105.2%
TQQQ vs GNRC
-58.7%
+163.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.4% | +0.5% |
| 7D | -1.9% | -0.2% | -1.7% | -1.8% |
| 30D | -4.9% | -15.7% | +10.9% | +6.6% |
| 3M | -6.4% | -27.3% | +20.9% | +16.2% |
| 6M | +44.4% | -12.1% | +56.5% | +55.6% |
| YTD | +35.2% | +37.1% | -2.0% | +3.4% |
| 1Y | +49.5% | -0.5% | +50.0% | +41.3% |
| 3Y | +250.7% | +61.5% | +189.2% | +120.2% |
| All | +105.2% | -58.7% | +163.9% | +211.2% |
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 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