+25.7%
USB vs GNRC
-57.0%
+82.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +2.6% | +7.9% | -5.3% | +1.1% |
| 30D | +8.4% | -3.7% | +12.1% | +8.6% |
| 3M | -5.5% | -11.9% | +6.4% | -4.3% |
| 6M | +17.7% | -28.6% | +46.3% | +22.7% |
| YTD | +17.6% | +39.9% | -22.3% | +5.3% |
| 1Y | +33.9% | +23.4% | +10.5% | +22.9% |
| 3Y | +103.8% | +84.2% | +19.6% | +69.0% |
| All | +25.7% | -57.0% | +82.7% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling