-39.3%
VG vs GNRC
+19.1%
-58.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.4% | -2.8% | -0.5% |
| 7D | +1.7% | +1.9% | -0.2% | +1.6% |
| 30D | +16.0% | -13.8% | +29.8% | +16.9% |
| 3M | +9.7% | -32.6% | +42.4% | +12.6% |
| 6M | +29.6% | -15.2% | +44.8% | +27.2% |
| YTD | +112.0% | +37.4% | +74.6% | +79.7% |
| 1Y | +12.8% | +5.1% | +7.7% | +2.5% |
| All | -39.3% | +19.1% | -58.5% | -59.1% |
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