+24.3%
W vs GNRC
+17.5%
+6.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -9.5% | +20.5% | +13.0% |
| 7D | +8.4% | -6.0% | +14.3% | +9.2% |
| 30D | +16.5% | -12.0% | +28.5% | +19.1% |
| 3M | +6.4% | -13.4% | +19.9% | +9.4% |
| 6M | +90.5% | -26.4% | +116.9% | +99.7% |
| YTD | +23.1% | +38.8% | -15.8% | +10.9% |
| 1Y | +24.3% | +20.9% | +3.4% | +14.9% |
| All | +24.3% | +17.5% | +6.7% | +14.9% |
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