+247.4%
A vs GNRC
+448.8%
-201.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.9% | -0.3% | +1.9% |
| 7D | -2.6% | -0.2% | -2.4% | -2.6% |
| 30D | -0.9% | -15.7% | +14.8% | +3.2% |
| 3M | +13.6% | -27.3% | +41.0% | +21.7% |
| 6M | +27.8% | -12.1% | +39.9% | +28.7% |
| YTD | +8.6% | +37.1% | -28.5% | -3.9% |
| 1Y | +16.9% | -0.5% | +17.3% | +11.7% |
| 3Y | +32.9% | +61.5% | -28.6% | +7.7% |
| 5Y | -14.1% | -58.6% | +44.5% | -3.1% |
| All | +247.4% | +448.8% | -201.5% | +52.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling