+31.7%
W vs GNRC
+57.0%
-25.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.6% | -0.1% | -1.2% |
| 7D | +0.5% | -0.7% | +1.2% | +0.9% |
| 30D | -5.6% | -15.8% | +10.3% | +3.9% |
| 3M | +41.9% | -24.0% | +65.9% | +62.6% |
| 6M | +30.2% | -13.8% | +44.0% | +34.3% |
| YTD | -2.9% | +33.2% | -36.2% | -28.6% |
| 1Y | +11.6% | -1.8% | +13.4% | -0.1% |
| All | +31.7% | +57.0% | -25.3% | -19.8% |
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