+229.0%
UL vs GNRC
+2,020.8%
-1,791.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.1% |
| 7D | -4.1% | -0.7% | -3.3% | -4.0% |
| 30D | -1.2% | -15.8% | +14.7% | +0.4% |
| 3M | +6.0% | -24.0% | +30.0% | +8.3% |
| 6M | -5.5% | -13.8% | +8.3% | -5.2% |
| YTD | -3.3% | +33.2% | -36.5% | -7.9% |
| 1Y | -9.8% | -1.8% | -8.0% | -11.5% |
| 3Y | +20.1% | +57.7% | -37.6% | +9.2% |
| 5Y | +19.2% | -59.7% | +78.9% | +24.3% |
| 10Y | +65.4% | +430.7% | -365.3% | +12.3% |
| All | +229.0% | +2,020.8% | -1,791.8% | +68.3% |
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