-47.0%
COMP vs GNRC
-43.5%
-3.5%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | +0.8% | +3.2% | -2.3% | -0.9% |
| 30D | -13.9% | -9.5% | -4.4% | -9.5% |
| 3M | +30.7% | -28.5% | +59.3% | +54.2% |
| 6M | +18.7% | -10.0% | +28.6% | +19.4% |
| YTD | +1.0% | +36.7% | -35.7% | -24.4% |
| 1Y | +15.1% | +2.6% | +12.5% | -0.2% |
| 3Y | +219.8% | +61.9% | +157.9% | +92.4% |
| 5Y | -28.7% | -59.0% | +30.4% | -18.2% |
| All | -47.0% | -43.5% | -3.5% | -46.3% |
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