+20.3%
UL vs GNRC
+61.6%
-41.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | +0.6% |
| 7D | -3.4% | -0.2% | -3.2% | -3.4% |
| 30D | +0.5% | -15.7% | +16.2% | +0.5% |
| 3M | +7.2% | -27.3% | +34.6% | +7.2% |
| 6M | -3.1% | -12.1% | +9.0% | -3.7% |
| YTD | -2.7% | +37.1% | -39.8% | -4.5% |
| 1Y | -10.2% | -0.5% | -9.8% | -11.2% |
| 3Y | +20.3% | +61.5% | -41.3% | +14.8% |
| All | +20.3% | +61.6% | -41.3% | +14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling