-50.4%
COMP vs GNRC
-44.9%
-5.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | -3.7% | -3.7% | -5.5% |
| 7D | +7.2% | -13.1% | +20.3% | +14.9% |
| 30D | +6.4% | -19.2% | +25.6% | +17.8% |
| 3M | -19.4% | -11.8% | -7.6% | -16.4% |
| 6M | +14.6% | -32.5% | +47.1% | +34.2% |
| YTD | -5.5% | +33.3% | -38.8% | -30.2% |
| 1Y | +13.7% | +16.0% | -2.4% | -9.7% |
| 3Y | +409.7% | +75.5% | +334.1% | +183.8% |
| 5Y | -17.0% | -58.7% | +41.7% | -6.8% |
| All | -50.4% | -44.9% | -5.5% | -50.5% |
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