+997.5%
TRV vs GNRC
+2,082.9%
-1,085.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.7% |
| 7D | +1.9% | -0.2% | +2.1% | +1.9% |
| 30D | +1.7% | -15.7% | +17.4% | +3.6% |
| 3M | +23.9% | -27.3% | +51.2% | +27.7% |
| 6M | +26.3% | -12.1% | +38.3% | +26.4% |
| YTD | +30.8% | +37.1% | -6.3% | +23.2% |
| 1Y | +36.3% | -0.5% | +36.8% | +33.0% |
| 3Y | +145.0% | +61.5% | +83.5% | +119.0% |
| 5Y | +163.9% | -58.6% | +222.4% | +176.8% |
| 10Y | +305.8% | +446.3% | -140.5% | +164.2% |
| All | +997.5% | +2,082.9% | -1,085.4% | +429.2% |
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