+953.3%
ASX vs GNRC
+448.8%
+504.4%
-52.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.9% | -3.9% | -2.0% |
| 7D | +5.2% | -0.2% | +5.4% | +5.3% |
| 30D | +0.5% | -15.7% | +16.2% | +6.3% |
| 3M | +8.3% | -27.3% | +35.7% | +21.0% |
| 6M | +82.0% | -12.1% | +94.1% | +91.3% |
| YTD | +147.6% | +37.1% | +110.5% | +125.4% |
| 1Y | +258.8% | -0.5% | +259.3% | +257.1% |
| 3Y | +452.1% | +61.5% | +390.5% | +353.6% |
| 5Y | +441.7% | -58.6% | +500.3% | +546.8% |
| All | +953.3% | +448.8% | +504.4% | +450.5% |
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