+32.5%
USB vs GNRC
+16.3%
+16.1%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | -0.1% |
| 7D | +1.4% | -13.1% | +14.6% | +2.3% |
| 30D | +6.4% | -19.2% | +25.6% | +7.9% |
| 3M | -4.5% | -11.8% | +7.3% | -4.0% |
| 6M | +11.4% | -32.5% | +43.9% | +13.7% |
| YTD | +17.1% | +33.3% | -16.2% | +4.2% |
| All | +32.5% | +16.3% | +16.1% | +22.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling