+322.3%
USB vs GNRC
+1,963.7%
-1,641.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -1.1% |
| 7D | 0.0% | -10.7% | +10.7% | +2.3% |
| 30D | +5.8% | -20.1% | +26.0% | +10.8% |
| 3M | -6.0% | -16.3% | +10.3% | -3.3% |
| 6M | +7.8% | -33.9% | +41.7% | +15.5% |
| YTD | +14.6% | +29.6% | -15.0% | +2.7% |
| 1Y | +31.8% | +14.9% | +16.8% | +21.4% |
| 3Y | +91.5% | +72.5% | +19.0% | +55.5% |
| 5Y | +22.0% | -60.1% | +82.1% | +30.9% |
| 10Y | +96.1% | +375.3% | -279.3% | +3.7% |
| All | +322.3% | +1,963.7% | -1,641.4% | +35.7% |
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