-50.2%
VG vs GNRC
+20.0%
-70.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +6.8% | -4.4% | +1.9% |
| 7D | -8.3% | -6.6% | -1.7% | -7.9% |
| 30D | -10.3% | -16.1% | +5.8% | -9.6% |
| 3M | -10.8% | -11.1% | +0.3% | -10.2% |
| 6M | +3.5% | -29.9% | +33.4% | +5.3% |
| YTD | +74.0% | +38.4% | +35.5% | +47.4% |
| 1Y | +48.9% | +21.5% | +27.3% | +30.3% |
| All | -50.2% | +20.0% | -70.2% | -66.4% |
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