+5.2%
VUG vs GNRC
+17.5%
-12.4%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -9.5% | +11.1% | +2.7% |
| 7D | -3.0% | -6.0% | +3.0% | -2.4% |
| 30D | -6.4% | -12.0% | +5.6% | -5.2% |
| 3M | -3.2% | -13.4% | +10.2% | -1.9% |
| 6M | +3.1% | -26.4% | +29.5% | +6.1% |
| YTD | +6.3% | +38.8% | -32.5% | +0.6% |
| 1Y | +5.2% | +20.9% | -15.7% | +1.9% |
| All | +5.2% | +17.5% | -12.4% | +1.9% |
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