-9.8%
TRI vs GNRC
-58.7%
+48.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.9% | -1.2% | +1.5% |
| 7D | -7.9% | -0.2% | -7.7% | -7.9% |
| 30D | -4.5% | -15.7% | +11.2% | -3.6% |
| 3M | +22.1% | -27.3% | +49.4% | +23.9% |
| 6M | -2.8% | -12.1% | +9.3% | -3.7% |
| YTD | -23.4% | +37.1% | -60.5% | -27.9% |
| 1Y | -41.5% | -0.5% | -41.1% | -43.2% |
| 3Y | -19.2% | +61.5% | -80.7% | -26.9% |
| All | -9.8% | -58.7% | +48.9% | -7.0% |
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