+53.0%
USAR vs GNRC
+61.6%
-8.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.9% | -5.9% | -4.1% |
| 7D | -11.6% | -0.2% | -11.4% | -11.6% |
| 30D | -15.5% | -15.7% | +0.3% | -10.0% |
| 3M | -31.0% | -27.3% | -3.7% | -22.7% |
| 6M | -26.2% | -12.1% | -14.2% | -21.6% |
| YTD | +30.8% | +37.1% | -6.4% | +24.7% |
| 1Y | +7.1% | -0.5% | +7.6% | +8.2% |
| 3Y | +53.0% | +61.5% | -8.5% | +50.5% |
| All | +53.0% | +61.6% | -8.6% | +50.5% |
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