-37.7%
DG vs GNRC
-58.7%
+21.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.9% | -1.6% | +1.1% |
| 7D | -6.5% | -0.2% | -6.3% | -6.5% |
| 30D | +4.2% | -15.7% | +19.9% | +5.4% |
| 3M | +9.5% | -27.3% | +36.8% | +11.7% |
| 6M | -13.1% | -12.1% | -1.1% | -13.1% |
| YTD | -4.8% | +37.1% | -42.0% | -8.7% |
| 1Y | +20.6% | -0.5% | +21.1% | +18.6% |
| 3Y | +4.9% | +61.5% | -56.6% | -2.7% |
| All | -37.7% | -58.7% | +21.0% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling