+71.0%
UBER vs GNRC
+223.6%
-152.6%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.0% | -0.8% | -2.2% |
| 7D | -7.0% | +3.2% | -10.2% | -7.9% |
| 30D | -8.9% | -9.5% | +0.6% | -6.5% |
| 3M | +1.0% | -28.5% | +29.5% | +9.7% |
| 6M | -3.7% | -10.0% | +6.2% | -4.4% |
| YTD | -13.0% | +36.7% | -49.8% | -26.5% |
| 1Y | -25.5% | +2.6% | -28.1% | -31.4% |
| 3Y | +50.5% | +61.9% | -11.4% | +12.2% |
| 5Y | +76.2% | -59.0% | +135.2% | +105.3% |
| All | +71.0% | +223.6% | -152.6% | -30.9% |
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