+165.0%
W vs GNRC
+380.3%
-215.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.4% |
| 7D | +6.5% | +4.8% | +1.6% | +3.5% |
| 30D | -6.2% | -10.4% | +4.2% | -0.4% |
| 3M | +48.9% | -28.5% | +77.3% | +78.3% |
| 6M | +31.2% | -6.8% | +38.0% | +30.8% |
| YTD | -0.4% | +39.5% | -39.9% | -25.0% |
| 1Y | +14.8% | +3.4% | +11.4% | +1.8% |
| 3Y | +40.5% | +65.1% | -24.6% | -7.3% |
| 5Y | -62.1% | -57.1% | -5.0% | -50.3% |
| 10Y | +141.5% | +432.5% | -291.0% | +8.5% |
| All | +165.0% | +380.3% | -215.3% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling