+3.7%
U vs GNRC
+6.8%
-3.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.0% |
| 7D | -3.8% | +1.9% | -5.7% | -3.8% |
| 30D | +17.5% | -13.8% | +31.3% | +17.1% |
| 3M | +38.7% | -32.6% | +71.4% | +37.1% |
| 6M | +104.4% | -15.2% | +119.6% | +103.0% |
| YTD | -5.7% | +37.4% | -43.1% | -17.1% |
| 1Y | +3.7% | +5.1% | -1.5% | +0.5% |
| All | +3.7% | +6.8% | -3.1% | +0.5% |
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