-37.8%
U vs GNRC
+0.5%
-38.3%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.5% | +0.6% |
| 7D | +4.4% | +3.2% | +1.2% | +2.6% |
| 30D | -1.3% | -9.5% | +8.2% | +3.6% |
| 3M | +49.6% | -28.5% | +78.1% | +73.6% |
| 6M | +100.2% | -10.0% | +110.1% | +95.7% |
| YTD | -3.7% | +36.7% | -40.4% | -32.8% |
| 1Y | -6.5% | +2.6% | -9.1% | -22.7% |
| 3Y | +12.9% | +61.9% | -49.0% | -35.7% |
| 5Y | -68.3% | -59.0% | -9.2% | -60.9% |
| All | -37.8% | +0.5% | -38.3% | -41.3% |
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 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