+1,669.6%
DE vs GNRC
+2,020.8%
-351.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.7% |
| 7D | -2.4% | -0.7% | -1.6% | -2.2% |
| 30D | +9.7% | -15.8% | +25.5% | +14.0% |
| 3M | +21.4% | -24.0% | +45.4% | +28.6% |
| 6M | +15.0% | -13.8% | +28.8% | +17.3% |
| YTD | +46.4% | +33.2% | +13.2% | +33.7% |
| 1Y | +45.6% | -1.8% | +47.4% | +41.8% |
| 3Y | +76.8% | +57.7% | +19.0% | +49.3% |
| 5Y | +99.4% | -59.7% | +159.2% | +119.3% |
| 10Y | +864.6% | +430.7% | +433.8% | +412.9% |
| All | +1,669.6% | +2,020.8% | -351.2% | +463.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling