-66.5%
U vs GNRC
-58.7%
-7.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +2.9% | +1.6% | +2.8% |
| 7D | +5.5% | -0.2% | +5.7% | +5.7% |
| 30D | -1.3% | -15.7% | +14.5% | +8.3% |
| 3M | +64.6% | -27.3% | +91.9% | +90.9% |
| 6M | +119.4% | -12.1% | +131.4% | +117.0% |
| YTD | -0.5% | +37.1% | -37.6% | -32.7% |
| 1Y | +1.3% | -0.5% | +1.8% | -15.8% |
| 3Y | +15.6% | +61.5% | -45.9% | -38.0% |
| All | -66.5% | -58.7% | -7.8% | -53.3% |
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