+20.1%
W vs GNRC
+6.8%
+13.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.4% | +0.2% | +1.8% |
| 7D | -4.2% | +1.9% | -6.1% | -4.7% |
| 30D | -7.6% | -13.8% | +6.3% | -3.5% |
| 3M | +37.2% | -32.6% | +69.8% | +49.4% |
| 6M | +26.3% | -15.2% | +41.5% | +29.2% |
| YTD | -1.0% | +37.4% | -38.4% | -10.8% |
| 1Y | +20.1% | +5.1% | +14.9% | +16.2% |
| All | +20.1% | +6.8% | +13.3% | +16.2% |
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