+291.5%
C vs GNRC
+433.2%
-141.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.2% |
| 7D | +0.3% | -0.7% | +1.0% | +0.4% |
| 30D | +2.0% | -15.8% | +17.8% | +6.9% |
| 3M | +4.4% | -24.0% | +28.4% | +11.7% |
| 6M | +28.3% | -13.8% | +42.1% | +30.8% |
| YTD | +20.5% | +33.2% | -12.7% | +6.5% |
| 1Y | +45.5% | -1.8% | +47.4% | +39.7% |
| 3Y | +274.0% | +57.7% | +216.3% | +199.9% |
| 5Y | +136.1% | -59.7% | +195.9% | +176.4% |
| All | +291.5% | +433.2% | -141.7% | +31.3% |
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