+124.8%
VGT vs GNRC
+61.6%
+63.2%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.5% |
| 7D | -0.2% | -0.2% | 0.0% | -0.1% |
| 30D | -0.4% | -15.7% | +15.3% | +3.7% |
| 3M | +4.4% | -27.3% | +31.8% | +12.5% |
| 6M | +32.1% | -12.1% | +44.1% | +34.8% |
| YTD | +28.8% | +37.1% | -8.3% | +16.4% |
| 1Y | +35.3% | -0.5% | +35.8% | +32.3% |
| 3Y | +124.8% | +61.5% | +63.2% | +85.1% |
| All | +124.8% | +61.6% | +63.2% | +85.1% |
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 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