+361.5%
ALL vs GNRC
+448.8%
-87.3%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | +0.4% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -0.4% | -15.7% | +15.3% | +1.6% |
| 3M | +16.0% | -27.3% | +43.4% | +19.8% |
| 6M | +24.6% | -12.1% | +36.6% | +24.1% |
| YTD | +23.7% | +37.1% | -13.5% | +14.6% |
| 1Y | +27.7% | -0.5% | +28.2% | +23.5% |
| 3Y | +150.2% | +61.5% | +88.7% | +116.7% |
| 5Y | +117.1% | -58.6% | +175.6% | +135.4% |
| All | +361.5% | +448.8% | -87.3% | +146.3% |
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