-9.5%
VMC vs GNRC
+6.8%
-16.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.6% |
| 7D | -4.3% | +1.9% | -6.3% | -4.6% |
| 30D | -8.2% | -13.8% | +5.6% | -6.6% |
| 3M | -7.0% | -32.6% | +25.6% | -2.7% |
| 6M | -10.8% | -15.2% | +4.4% | -10.0% |
| YTD | -7.4% | +37.4% | -44.8% | -13.3% |
| 1Y | -9.5% | +5.1% | -14.6% | -12.6% |
| All | -9.5% | +6.8% | -16.3% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling